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 | 0.74% | 5.19 CHF | 5.21 CHF | 23'760 | 23'760 | 15'945 | 15'945 | 82'563 CHF | 83'127 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 4.97 CHF | 4.99 CHF | 24'540 | 24'540 | 16'589 | 16'589 | 81'048 CHF | 81'635 CHF | 99.09% | 99.09% |
18.11.2024 | 0.82% | 4.88 CHF | 4.90 CHF | 24'880 | 24'880 | 17'007 | 17'007 | 80'037 CHF | 80'640 CHF | 100.00% | 100.00% |
15.11.2024 | 0.82% | 4.69 CHF | 4.71 CHF | 25'490 | 25'490 | 16'745 | 16'745 | 79'877 CHF | 80'488 CHF | 72.00% | 72.00% |
14.11.2024 | 0.80% | 4.86 CHF | 4.88 CHF | 24'990 | 24'990 | 16'730 | 16'730 | 80'846 CHF | 81'438 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 4.77 CHF | 4.79 CHF | 25'220 | 25'220 | 17'064 | 17'064 | 80'274 CHF | 80'878 CHF | 99.95% | 99.95% |
12.11.2024 | 0.85% | 4.59 CHF | 4.61 CHF | 25'940 | 25'940 | 17'422 | 17'422 | 79'321 CHF | 79'939 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 4.52 CHF | 4.54 CHF | 26'220 | 26'220 | 17'712 | 17'712 | 78'924 CHF | 79'552 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 4.38 CHF | 4.40 CHF | 26'880 | 26'880 | 17'941 | 17'941 | 78'984 CHF | 79'618 CHF | 100.00% | 100.00% |
07.11.2024 | 0.90% | 4.36 CHF | 4.38 CHF | 27'060 | 27'060 | 18'286 | 18'286 | 78'467 CHF | 79'114 CHF | 100.00% | 100.00% |