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 | 0.84% | 5.93 CHF | 5.95 CHF | 27'300 | 27'300 | 9'471 | 9'471 | 55'776 CHF | 56'092 CHF | 99.03% | 99.03% |
19.11.2024 | 0.86% | 5.96 CHF | 5.98 CHF | 28'500 | 28'500 | 9'803 | 9'803 | 57'472 CHF | 57'796 CHF | 99.38% | 99.38% |
18.11.2024 | 0.82% | 5.63 CHF | 5.65 CHF | 27'000 | 27'000 | 9'307 | 9'307 | 54'957 CHF | 55'268 CHF | 99.90% | 99.90% |
15.11.2024 | 1.07% | 5.78 CHF | 5.79 CHF | 40'600 | 40'600 | 11'312 | 11'312 | 64'569 CHF | 64'840 CHF | 99.15% | 99.15% |
14.11.2024 | 0.88% | 4.31 CHF | 4.32 CHF | 33'500 | 33'500 | 11'407 | 11'407 | 49'583 CHF | 49'846 CHF | 99.89% | 99.89% |
13.11.2024 | 0.84% | 4.62 CHF | 4.63 CHF | 38'000 | 38'000 | 13'003 | 13'003 | 58'372 CHF | 58'662 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 4.28 CHF | 4.29 CHF | 38'900 | 38'900 | 13'312 | 13'312 | 55'067 CHF | 55'345 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 4.01 CHF | 4.02 CHF | 42'600 | 42'600 | 14'584 | 14'584 | 57'829 CHF | 58'112 CHF | 99.93% | 99.93% |
08.11.2024 | 0.85% | 3.65 CHF | 3.66 CHF | 43'600 | 43'600 | 15'058 | 15'058 | 55'228 CHF | 55'518 CHF | 100.00% | 100.00% |
07.11.2024 | 0.88% | 3.83 CHF | 3.84 CHF | 37'300 | 37'300 | 12'885 | 12'885 | 50'284 CHF | 50'565 CHF | 100.00% | 100.00% |