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 | 0,93% | 5,03 CHF | 5,07 CHF | 7 600 | 7 600 | 7 512 | 7 512 | 38 988 CHF | 39 353 CHF | 99,43% | 99,43% |
19/11/2024 | 0,96% | 5,21 CHF | 5,26 CHF | 7 500 | 7 500 | 7 501 | 7 501 | 39 059 CHF | 39 434 CHF | 100,00% | 100,00% |
18/11/2024 | 0,78% | 5,16 CHF | 5,20 CHF | 7 700 | 7 700 | 7 737 | 7 737 | 39 510 CHF | 39 820 CHF | 99,88% | 99,88% |
15/11/2024 | 0,80% | 4,94 CHF | 4,98 CHF | 7 700 | 7 700 | 7 700 | 7 700 | 38 110 CHF | 38 418 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 5,11 CHF | 5,15 CHF | 7 800 | 7 800 | 7 898 | 7 898 | 39 521 CHF | 39 837 CHF | 98,57% | 98,57% |
13/11/2024 | 0,84% | 4,95 CHF | 4,99 CHF | 7 600 | 7 600 | 7 611 | 7 611 | 37 696 CHF | 38 014 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 5,23 CHF | 5,28 CHF | 7 200 | 7 200 | 7 200 | 7 200 | 38 005 CHF | 38 365 CHF | 99,88% | 99,88% |
11/11/2024 | 0,89% | 5,58 CHF | 5,63 CHF | 7 100 | 7 100 | 7 033 | 7 033 | 39 510 CHF | 39 861 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 5,63 CHF | 5,68 CHF | 6 900 | 6 900 | 6 904 | 6 904 | 38 968 CHF | 39 313 CHF | 98,30% | 98,30% |
07/11/2024 | 0,87% | 5,64 CHF | 5,69 CHF | 6 900 | 6 900 | 6 900 | 6 900 | 39 683 CHF | 40 028 CHF | 100,00% | 100,00% |