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 | 0,20% | 5,23 CHF | 5,24 CHF | 117 500 | 117 500 | 123 507 | 123 507 | 609 731 CHF | 610 965 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 4,81 CHF | 4,82 CHF | 124 300 | 124 300 | 130 285 | 130 285 | 639 657 CHF | 640 958 CHF | 98,77% | 98,77% |
18/11/2024 | 0,23% | 4,63 CHF | 4,64 CHF | 131 100 | 131 100 | 144 608 | 144 607 | 634 627 CHF | 636 070 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 146 400 | 146 400 | 148 368 | 148 368 | 590 088 CHF | 591 571 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 4,03 CHF | 4,04 CHF | 148 600 | 148 600 | 133 929 | 133 929 | 504 034 CHF | 505 371 CHF | 99,91% | 99,91% |
13/11/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 132 000 | 132 000 | 128 540 | 128 539 | 596 439 CHF | 597 724 CHF | 100,00% | 100,00% |
12/11/2024 | - | 4,37 CHF | - CHF | 128 100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | - | 4,64 CHF | - CHF | 120 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
08/11/2024 | - | 6,27 CHF | - CHF | 92 200 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
07/11/2024 | - | 6,53 CHF | - CHF | 91 800 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 99,90% |