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 | 0.62% | 5.42 CHF | 5.44 CHF | 3'000 | 3'000 | 1'989 | 1'989 | 11'667 CHF | 11'735 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 5.77 CHF | 5.79 CHF | 3'220 | 3'220 | 2'175 | 2'175 | 11'803 CHF | 11'866 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 5.44 CHF | 5.46 CHF | 3'510 | 3'510 | 2'361 | 2'361 | 12'371 CHF | 12'438 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 4.92 CHF | 4.94 CHF | 3'200 | 3'200 | 2'106 | 2'106 | 11'454 CHF | 11'516 CHF | 72.08% | 72.08% |
14.11.2024 | 0.60% | 5.77 CHF | 5.79 CHF | 2'850 | 2'850 | 1'876 | 1'876 | 11'845 CHF | 11'911 CHF | 100.00% | 100.00% |
13.11.2024 | 0.56% | 6.53 CHF | 6.55 CHF | 2'570 | 2'570 | 1'716 | 1'716 | 11'688 CHF | 11'749 CHF | 99.70% | 99.70% |
12.11.2024 | 0.57% | 6.66 CHF | 6.68 CHF | 2'670 | 2'670 | 1'783 | 1'783 | 11'967 CHF | 12'030 CHF | 100.00% | 100.00% |
11.11.2024 | 0.60% | 6.63 CHF | 6.65 CHF | 2'820 | 2'820 | 1'900 | 1'900 | 12'282 CHF | 12'349 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 6.38 CHF | 6.40 CHF | 2'670 | 2'670 | 1'781 | 1'781 | 11'776 CHF | 11'839 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 6.51 CHF | 6.53 CHF | 2'960 | 2'960 | 1'994 | 1'994 | 12'543 CHF | 12'612 CHF | 100.00% | 100.00% |