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 | 0.49% | 5.37 CHF | 5.38 CHF | 8'890 | 8'890 | 6'030 | 6'030 | 33'286 CHF | 33'434 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 5.59 CHF | 5.60 CHF | 9'100 | 9'100 | 6'105 | 6'105 | 34'490 CHF | 34'640 CHF | 98.89% | 98.89% |
18.11.2024 | 0.44% | 5.98 CHF | 5.99 CHF | 9'300 | 9'300 | 6'234 | 6'234 | 37'989 CHF | 38'143 CHF | 99.15% | 99.15% |
15.11.2024 | 0.44% | 6.33 CHF | 6.34 CHF | 9'480 | 9'480 | 6'272 | 6'272 | 39'152 CHF | 39'310 CHF | 71.75% | 71.75% |
14.11.2024 | 0.42% | 6.18 CHF | 6.19 CHF | 9'410 | 9'410 | 6'393 | 6'393 | 41'192 CHF | 41'350 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 6.24 CHF | 6.25 CHF | 9'470 | 9'470 | 6'257 | 6'257 | 37'763 CHF | 37'917 CHF | 99.18% | 99.18% |
12.11.2024 | 0.45% | 6.01 CHF | 6.02 CHF | 9'360 | 9'360 | 6'274 | 6'274 | 37'759 CHF | 37'913 CHF | 99.80% | 99.80% |
11.11.2024 | 0.52% | 5.72 CHF | 5.73 CHF | 9'230 | 9'230 | 6'032 | 6'032 | 32'148 CHF | 32'295 CHF | 99.95% | 99.95% |
08.11.2024 | 0.55% | 4.94 CHF | 4.95 CHF | 8'870 | 8'870 | 5'972 | 5'972 | 29'638 CHF | 29'785 CHF | 99.91% | 99.91% |
07.11.2024 | 0.56% | 4.79 CHF | 4.80 CHF | 8'850 | 8'850 | 5'888 | 5'888 | 28'895 CHF | 29'041 CHF | 97.75% | 97.75% |