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 | 1,19% | 5,02 CHF | 5,08 CHF | 26 800 | 26 800 | 26 855 | 26 855 | 134 880 CHF | 136 491 CHF | 100,00% | 100,00% |
19/11/2024 | 1,26% | 4,86 CHF | 4,92 CHF | 27 900 | 27 900 | 28 178 | 28 178 | 133 103 CHF | 134 794 CHF | 99,90% | 99,90% |
18/11/2024 | 1,26% | 4,74 CHF | 4,80 CHF | 27 500 | 27 500 | 27 449 | 27 449 | 130 143 CHF | 131 790 CHF | 100,00% | 100,00% |
15/11/2024 | 1,39% | 4,79 CHF | 4,87 CHF | 19 800 | 19 800 | 19 231 | 19 231 | 110 555 CHF | 112 094 CHF | 100,00% | 100,00% |
14/11/2024 | 1,26% | 7,14 CHF | 7,23 CHF | 18 500 | 18 500 | 18 445 | 18 445 | 130 659 CHF | 132 319 CHF | 100,00% | 100,00% |
13/11/2024 | 1,30% | 7,10 CHF | 7,19 CHF | 18 400 | 18 400 | 18 494 | 18 494 | 127 228 CHF | 128 892 CHF | 100,00% | 100,00% |
12/11/2024 | 1,17% | 7,26 CHF | 7,35 CHF | 18 700 | 18 700 | 18 794 | 18 794 | 135 359 CHF | 136 948 CHF | 99,92% | 99,92% |
11/11/2024 | 1,13% | 6,97 CHF | 7,05 CHF | 19 300 | 19 300 | 19 316 | 19 316 | 135 899 CHF | 137 444 CHF | 100,00% | 100,00% |
08/11/2024 | 1,20% | 6,75 CHF | 6,83 CHF | 19 700 | 19 700 | 19 776 | 19 776 | 131 041 CHF | 132 623 CHF | 98,95% | 98,95% |
07/11/2024 | 1,23% | 6,67 CHF | 6,75 CHF | 20 800 | 20 800 | 21 007 | 21 007 | 135 845 CHF | 137 526 CHF | 100,00% | 100,00% |