Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.67% | 5.72 CHF | 5.74 CHF | 23'740 | 23'740 | 15'942 | 15'942 | 91'029 CHF | 91'593 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 5.50 CHF | 5.52 CHF | 24'540 | 24'540 | 16'589 | 16'589 | 89'848 CHF | 90'435 CHF | 99.09% | 99.09% |
18.11.2024 | 0.74% | 5.41 CHF | 5.43 CHF | 24'860 | 24'860 | 17'006 | 17'006 | 89'106 CHF | 89'709 CHF | 100.00% | 100.00% |
15.11.2024 | 0.74% | 5.23 CHF | 5.25 CHF | 25'490 | 25'490 | 16'743 | 16'743 | 88'783 CHF | 89'393 CHF | 72.08% | 72.08% |
14.11.2024 | 0.72% | 5.39 CHF | 5.41 CHF | 24'990 | 24'990 | 16'730 | 16'730 | 89'770 CHF | 90'362 CHF | 100.00% | 100.00% |
13.11.2024 | 0.74% | 5.30 CHF | 5.32 CHF | 25'220 | 25'220 | 17'064 | 17'064 | 89'322 CHF | 89'926 CHF | 99.94% | 99.94% |
12.11.2024 | 0.76% | 5.12 CHF | 5.14 CHF | 25'930 | 25'930 | 17'422 | 17'422 | 88'538 CHF | 89'155 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 5.05 CHF | 5.07 CHF | 26'210 | 26'210 | 17'712 | 17'712 | 88'265 CHF | 88'893 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 4.90 CHF | 4.92 CHF | 26'880 | 26'880 | 17'942 | 17'942 | 88'371 CHF | 89'006 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 4.88 CHF | 4.90 CHF | 27'070 | 27'070 | 18'287 | 18'287 | 88'060 CHF | 88'707 CHF | 100.00% | 100.00% |