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 | 0.81% | 6.17 CHF | 6.22 CHF | 2'630 | 2'630 | 2'606 | 2'606 | 16'274 CHF | 16'404 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 6.26 CHF | 6.31 CHF | 2'600 | 2'600 | 2'576 | 2'576 | 15'762 CHF | 15'891 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 6.31 CHF | 6.36 CHF | 2'490 | 2'490 | 2'476 | 2'476 | 15'387 CHF | 15'511 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 6.52 CHF | 6.58 CHF | 2'290 | 2'290 | 2'288 | 2'288 | 15'284 CHF | 15'421 CHF | 71.36% | 71.36% |
14.11.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.11.2024 | 0.89% | 6.81 CHF | 6.87 CHF | 2'330 | 2'330 | 2'316 | 2'316 | 15'723 CHF | 15'862 CHF | 99.65% | 99.65% |
12.11.2024 | 0.83% | 7.11 CHF | 7.17 CHF | 2'190 | 2'190 | 2'165 | 2'165 | 15'793 CHF | 15'923 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 7.63 CHF | 7.69 CHF | 2'210 | 2'210 | 2'186 | 2'186 | 16'832 CHF | 16'964 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 7.55 CHF | 7.61 CHF | 2'190 | 2'190 | 2'167 | 2'167 | 16'563 CHF | 16'693 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 7.52 CHF | 7.59 CHF | 2'070 | 2'070 | 2'042 | 2'042 | 16'153 CHF | 16'296 CHF | 100.00% | 100.00% |