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 | 0,21% | 4,67 CHF | 4,68 CHF | 15 540 | 15 540 | 15 326 | 15 326 | 74 252 CHF | 74 406 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,77 CHF | 4,78 CHF | 15 520 | 15 520 | 15 342 | 15 342 | 73 588 CHF | 73 742 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 15 400 | 15 400 | 15 206 | 15 206 | 77 633 CHF | 77 785 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 15 300 | 15 300 | 15 231 | 15 231 | 81 789 CHF | 81 941 CHF | 78,16% | 78,16% |
14/11/2024 | 0,17% | 5,96 CHF | 5,97 CHF | 14 890 | 14 890 | 14 794 | 14 794 | 86 434 CHF | 86 582 CHF | 100,00% | 100,00% |
13/11/2024 | 0,17% | 6,03 CHF | 6,04 CHF | 14 790 | 14 790 | 14 646 | 14 646 | 89 608 CHF | 89 755 CHF | 99,55% | 99,55% |
12/11/2024 | 0,17% | 5,99 CHF | 6,00 CHF | 14 840 | 14 840 | 14 665 | 14 665 | 89 011 CHF | 89 158 CHF | 100,00% | 100,00% |
11/11/2024 | 0,16% | 6,36 CHF | 6,37 CHF | 14 660 | 14 660 | 14 528 | 14 528 | 92 323 CHF | 92 469 CHF | 100,00% | 100,00% |
08/11/2024 | 0,16% | 6,05 CHF | 6,06 CHF | 14 850 | 14 850 | 14 675 | 14 675 | 90 278 CHF | 90 425 CHF | 100,00% | 100,00% |
07/11/2024 | 0,16% | 6,42 CHF | 6,43 CHF | 14 710 | 14 710 | 14 611 | 14 611 | 93 074 CHF | 93 220 CHF | 100,00% | 100,00% |