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 | 0.54% | 6.07 CHF | 6.09 CHF | 4'870 | 4'870 | 3'226 | 3'226 | 18'641 CHF | 18'733 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 5.85 CHF | 5.87 CHF | 4'480 | 4'480 | 3'024 | 3'024 | 18'413 CHF | 18'517 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 6.14 CHF | 6.16 CHF | 4'150 | 4'150 | 2'793 | 2'793 | 17'640 CHF | 17'739 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 6.59 CHF | 6.61 CHF | 4'640 | 4'640 | 3'047 | 3'047 | 18'967 CHF | 19'074 CHF | 72.07% | 72.07% |
14.11.2024 | 0.54% | 6.00 CHF | 6.02 CHF | 4'940 | 4'940 | 3'250 | 3'250 | 18'503 CHF | 18'595 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 5.54 CHF | 5.56 CHF | 5'220 | 5'220 | 3'484 | 3'484 | 18'750 CHF | 18'850 CHF | 99.69% | 99.69% |
12.11.2024 | 0.56% | 5.47 CHF | 5.49 CHF | 5'040 | 5'040 | 3'366 | 3'366 | 18'290 CHF | 18'386 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 5.48 CHF | 5.50 CHF | 4'770 | 4'770 | 3'207 | 3'207 | 17'844 CHF | 17'936 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 5.57 CHF | 5.59 CHF | 5'160 | 5'160 | 3'445 | 3'445 | 18'712 CHF | 18'810 CHF | 100.00% | 100.00% |
07.11.2024 | 0.65% | 5.53 CHF | 5.55 CHF | 4'620 | 4'620 | 3'107 | 3'107 | 17'677 CHF | 17'784 CHF | 100.00% | 100.00% |