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 | 1.11% | 4.37 CHF | 4.38 CHF | 5'510 | 5'510 | 3'652 | 3'652 | 16'514 CHF | 16'679 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 4.43 CHF | 4.44 CHF | 5'510 | 5'510 | 3'680 | 3'680 | 16'407 CHF | 16'573 CHF | 98.95% | 98.95% |
18.11.2024 | 1.17% | 4.61 CHF | 4.62 CHF | 5'430 | 5'430 | 3'692 | 3'692 | 16'273 CHF | 16'441 CHF | 99.95% | 99.95% |
15.11.2024 | 1.16% | 4.24 CHF | 4.25 CHF | 5'600 | 5'600 | 3'676 | 3'676 | 16'114 CHF | 16'282 CHF | 71.63% | 71.63% |
14.11.2024 | 1.08% | 4.58 CHF | 4.59 CHF | 5'450 | 5'450 | 3'613 | 3'613 | 16'904 CHF | 17'067 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 4.78 CHF | 4.79 CHF | 5'360 | 5'360 | 3'571 | 3'571 | 17'419 CHF | 17'581 CHF | 99.92% | 99.92% |
12.11.2024 | 0.99% | 4.97 CHF | 4.98 CHF | 5'300 | 5'300 | 3'504 | 3'504 | 17'943 CHF | 18'102 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 5.22 CHF | 5.23 CHF | 5'210 | 5'210 | 3'483 | 3'483 | 18'250 CHF | 18'407 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 5.40 CHF | 5.41 CHF | 5'170 | 5'170 | 3'466 | 3'466 | 18'714 CHF | 18'871 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 5.29 CHF | 5.30 CHF | 5'240 | 5'240 | 3'533 | 3'533 | 18'311 CHF | 18'471 CHF | 99.98% | 99.98% |