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 | 0,80% | 4,95 CHF | 4,99 CHF | 48 000 | 48 000 | 48 276 | 48 276 | 238 942 CHF | 240 873 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 4,87 CHF | 4,91 CHF | 49 000 | 49 000 | 49 081 | 49 081 | 235 172 CHF | 237 135 CHF | 99,88% | 99,88% |
18/11/2024 | 0,83% | 4,80 CHF | 4,84 CHF | 49 000 | 49 000 | 49 119 | 49 119 | 235 744 CHF | 237 709 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 4,83 CHF | 4,87 CHF | 49 000 | 49 000 | 47 405 | 47 405 | 246 666 CHF | 248 562 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 5,74 CHF | 5,78 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 257 436 CHF | 259 236 CHF | 100,00% | 100,00% |
13/11/2024 | 0,71% | 5,73 CHF | 5,77 CHF | 45 000 | 45 000 | 45 469 | 45 469 | 256 556 CHF | 258 374 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 5,79 CHF | 5,83 CHF | 45 000 | 45 000 | 44 940 | 44 940 | 259 206 CHF | 261 003 CHF | 99,90% | 99,90% |
11/11/2024 | 0,70% | 5,67 CHF | 5,71 CHF | 45 000 | 45 000 | 45 078 | 45 078 | 257 034 CHF | 258 837 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 5,59 CHF | 5,63 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 254 620 CHF | 256 460 CHF | 98,93% | 98,93% |
07/11/2024 | 0,73% | 5,55 CHF | 5,59 CHF | 46 000 | 46 000 | 46 282 | 46 282 | 252 988 CHF | 254 839 CHF | 100,00% | 100,00% |