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 | 0,23% | 4,41 CHF | 4,42 CHF | 17 100 | 17 100 | 17 030 | 17 030 | 75 617 CHF | 75 787 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 17 000 | 17 000 | 16 930 | 16 930 | 76 203 CHF | 76 373 CHF | 99,84% | 99,84% |
18/11/2024 | 0,21% | 4,58 CHF | 4,59 CHF | 15 800 | 15 800 | 15 627 | 15 627 | 76 012 CHF | 76 168 CHF | 100,00% | 100,00% |
15/11/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 14 100 | 14 100 | 13 989 | 13 989 | 73 828 CHF | 73 968 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 5,57 CHF | 5,58 CHF | 12 600 | 12 600 | 12 441 | 12 441 | 72 372 CHF | 72 496 CHF | 99,45% | 99,45% |
13/11/2024 | 0,16% | 6,35 CHF | 6,36 CHF | 12 200 | 12 200 | 12 150 | 12 150 | 75 348 CHF | 75 469 CHF | 100,00% | 100,00% |
12/11/2024 | 0,16% | 6,34 CHF | 6,35 CHF | 11 800 | 11 800 | 11 751 | 11 751 | 74 718 CHF | 74 835 CHF | 99,86% | 99,86% |
11/11/2024 | 0,15% | 6,61 CHF | 6,62 CHF | 12 200 | 12 200 | 12 150 | 12 150 | 80 177 CHF | 80 298 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 6,32 CHF | 6,33 CHF | 12 000 | 12 000 | 11 950 | 11 950 | 77 702 CHF | 77 822 CHF | 98,89% | 98,89% |
07/11/2024 | 0,15% | 6,51 CHF | 6,52 CHF | 12 500 | 12 500 | 12 448 | 12 448 | 82 293 CHF | 82 418 CHF | 100,00% | 100,00% |