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 | 0,87% | 4,63 CHF | 4,67 CHF | 18 000 | 18 000 | 17 976 | 17 976 | 82 053 CHF | 82 772 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 4,44 CHF | 4,48 CHF | 15 200 | 15 200 | 14 873 | 14 873 | 71 229 CHF | 71 931 CHF | 92,70% | 97,63% |
18/11/2024 | 0,92% | 5,46 CHF | 5,51 CHF | 14 600 | 14 600 | 14 692 | 14 692 | 79 103 CHF | 79 838 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 5,41 CHF | 5,46 CHF | 14 200 | 14 200 | 14 210 | 14 210 | 77 513 CHF | 78 224 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 5,72 CHF | 5,77 CHF | 14 200 | 14 200 | 14 228 | 14 228 | 80 240 CHF | 80 952 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 5,58 CHF | 5,63 CHF | 14 000 | 14 000 | 14 009 | 14 009 | 76 015 CHF | 76 715 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 5,89 CHF | 5,94 CHF | 12 900 | 12 900 | 12 884 | 12 884 | 78 010 CHF | 78 655 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 6,25 CHF | 6,30 CHF | 13 000 | 13 000 | 12 924 | 12 924 | 83 094 CHF | 83 741 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 6,14 CHF | 6,19 CHF | 13 400 | 13 400 | 13 491 | 13 491 | 81 755 CHF | 82 429 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 5,98 CHF | 6,03 CHF | 13 200 | 13 200 | 13 131 | 13 131 | 81 234 CHF | 81 890 CHF | 100,00% | 100,00% |