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 | 0,86% | 5,57 CHF | 5,62 CHF | 14 900 | 14 900 | 14 830 | 14 830 | 85 803 CHF | 86 545 CHF | 99,49% | 99,49% |
19/11/2024 | 0,89% | 5,51 CHF | 5,56 CHF | 14 500 | 14 500 | 14 505 | 14 505 | 81 460 CHF | 82 185 CHF | 100,00% | 100,00% |
18/11/2024 | 0,72% | 5,72 CHF | 5,76 CHF | 15 200 | 15 200 | 15 200 | 15 200 | 84 622 CHF | 85 230 CHF | 99,90% | 99,90% |
15/11/2024 | 0,74% | 5,52 CHF | 5,56 CHF | 15 700 | 15 700 | 15 835 | 15 835 | 85 166 CHF | 85 800 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 5,20 CHF | 5,24 CHF | 17 200 | 17 200 | 17 261 | 17 261 | 86 026 CHF | 86 716 CHF | 98,55% | 98,55% |
13/11/2024 | 0,85% | 4,73 CHF | 4,77 CHF | 18 500 | 18 500 | 18 603 | 18 603 | 87 382 CHF | 88 126 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 4,42 CHF | 4,46 CHF | 16 600 | 16 600 | 16 363 | 16 363 | 77 358 CHF | 78 012 CHF | 99,88% | 99,88% |
11/11/2024 | 0,78% | 5,16 CHF | 5,20 CHF | 17 600 | 17 600 | 17 727 | 17 727 | 90 547 CHF | 91 257 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 4,64 CHF | 4,68 CHF | 16 700 | 16 700 | 16 680 | 16 680 | 78 391 CHF | 79 058 CHF | 98,30% | 98,30% |
07/11/2024 | 0,77% | 5,09 CHF | 5,13 CHF | 16 800 | 16 800 | 16 755 | 16 755 | 86 345 CHF | 87 016 CHF | 100,00% | 100,00% |