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 | 0,70% | 5,51 CHF | 5,55 CHF | 9 000 | 9 000 | 8 984 | 8 984 | 51 179 CHF | 51 538 CHF | 99,48% | 99,48% |
19/11/2024 | 0,76% | 5,22 CHF | 5,26 CHF | 8 600 | 8 600 | 8 632 | 8 632 | 45 161 CHF | 45 506 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 5,41 CHF | 5,45 CHF | 9 000 | 9 000 | 9 035 | 9 035 | 48 415 CHF | 48 776 CHF | 99,90% | 99,90% |
15/11/2024 | 0,83% | 5,11 CHF | 5,15 CHF | 8 900 | 8 900 | 8 967 | 8 967 | 42 999 CHF | 43 358 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 5,42 CHF | 5,46 CHF | 8 500 | 8 500 | 8 637 | 8 637 | 41 656 CHF | 42 001 CHF | 98,57% | 98,57% |
13/11/2024 | 0,73% | 5,46 CHF | 5,50 CHF | 9 400 | 9 400 | 9 400 | 9 400 | 51 204 CHF | 51 580 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 4,87 CHF | 4,91 CHF | 8 200 | 8 200 | 8 121 | 8 121 | 42 671 CHF | 42 996 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 5,88 CHF | 5,92 CHF | 8 000 | 8 000 | 8 001 | 8 001 | 47 642 CHF | 47 962 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 5,83 CHF | 5,87 CHF | 7 800 | 7 800 | 7 821 | 7 821 | 45 384 CHF | 45 697 CHF | 98,30% | 98,30% |
07/11/2024 | 0,64% | 6,10 CHF | 6,14 CHF | 7 700 | 7 700 | 7 692 | 7 692 | 48 208 CHF | 48 516 CHF | 100,00% | 100,00% |