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 | 1.73% | 5.43 CHF | 5.52 CHF | 750 | 750 | 750 | 750 | 4'016 CHF | 4'086 CHF | 100.00% | 100.00% |
19.11.2024 | 1.67% | 5.51 CHF | 5.60 CHF | 750 | 750 | 750 | 750 | 4'293 CHF | 4'365 CHF | 100.00% | 100.00% |
18.11.2024 | 1.72% | 5.54 CHF | 5.64 CHF | 750 | 750 | 750 | 750 | 4'211 CHF | 4'284 CHF | 100.00% | 100.00% |
15.11.2024 | 1.84% | 5.51 CHF | 5.62 CHF | 750 | 750 | 750 | 750 | 4'212 CHF | 4'291 CHF | 100.00% | 100.00% |
14.11.2024 | 2.90% | 5.83 CHF | 5.96 CHF | 500 | 500 | 500 | 500 | 3'053 CHF | 3'143 CHF | 100.00% | 100.00% |
13.11.2024 | 2.78% | 6.42 CHF | 6.61 CHF | 500 | 500 | 500 | 500 | 3'247 CHF | 3'338 CHF | 100.00% | 100.00% |
12.11.2024 | 2.60% | 6.38 CHF | 6.54 CHF | 750 | 750 | 750 | 750 | 4'734 CHF | 4'858 CHF | 100.00% | 100.00% |
11.11.2024 | 3.04% | 5.81 CHF | 5.98 CHF | 750 | 750 | 750 | 750 | 4'115 CHF | 4'241 CHF | 100.00% | 100.00% |
08.11.2024 | 2.33% | 5.97 CHF | 6.12 CHF | 750 | 750 | 750 | 750 | 4'885 CHF | 5'000 CHF | 100.00% | 100.00% |
07.11.2024 | 2.84% | 5.52 CHF | 5.68 CHF | 750 | 750 | 750 | 750 | 4'327 CHF | 4'452 CHF | 100.00% | 100.00% |