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 | 0.91% | 5.36 CHF | 5.37 CHF | 5'510 | 5'510 | 3'652 | 3'652 | 20'115 CHF | 20'280 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 5.42 CHF | 5.43 CHF | 5'510 | 5'510 | 3'680 | 3'680 | 20'025 CHF | 20'191 CHF | 98.93% | 98.93% |
18.11.2024 | 0.95% | 5.60 CHF | 5.61 CHF | 5'430 | 5'430 | 3'692 | 3'692 | 19'920 CHF | 20'087 CHF | 99.95% | 99.95% |
15.11.2024 | 0.95% | 5.22 CHF | 5.23 CHF | 5'600 | 5'600 | 3'675 | 3'675 | 19'740 CHF | 19'909 CHF | 71.84% | 71.84% |
14.11.2024 | 0.89% | 5.57 CHF | 5.58 CHF | 5'460 | 5'460 | 3'613 | 3'613 | 20'475 CHF | 20'638 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 5.76 CHF | 5.77 CHF | 5'360 | 5'360 | 3'571 | 3'571 | 20'925 CHF | 21'087 CHF | 99.92% | 99.92% |
12.11.2024 | 0.83% | 5.95 CHF | 5.96 CHF | 5'300 | 5'300 | 3'504 | 3'504 | 21'379 CHF | 21'537 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 6.20 CHF | 6.21 CHF | 5'210 | 5'210 | 3'483 | 3'483 | 21'654 CHF | 21'812 CHF | 100.00% | 100.00% |
08.11.2024 | 0.80% | 6.37 CHF | 6.38 CHF | 5'170 | 5'170 | 3'465 | 3'465 | 22'072 CHF | 22'229 CHF | 100.00% | 100.00% |
07.11.2024 | 0.83% | 6.26 CHF | 6.27 CHF | 5'240 | 5'240 | 3'533 | 3'533 | 21'742 CHF | 21'902 CHF | 99.98% | 99.98% |