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 | 0,20% | 5,17 CHF | 5,18 CHF | 21 500 | 21 500 | 21 490 | 21 490 | 105 095 CHF | 105 310 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 23 800 | 23 800 | 23 800 | 23 800 | 118 237 CHF | 118 475 CHF | 99,86% | 99,86% |
18/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 25 700 | 25 700 | 25 466 | 25 466 | 115 315 CHF | 115 570 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,34 CHF | 4,35 CHF | 29 900 | 29 900 | 29 964 | 29 964 | 125 682 CHF | 125 982 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,55 CHF | 3,56 CHF | 31 500 | 31 500 | 31 500 | 31 500 | 115 647 CHF | 115 962 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,48 CHF | 3,49 CHF | 30 800 | 30 800 | 30 246 | 30 246 | 102 574 CHF | 102 876 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 34 000 | 34 000 | 33 441 | 33 441 | 115 355 CHF | 115 689 CHF | 99,89% | 99,89% |
11/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 30 200 | 30 200 | 30 200 | 30 200 | 95 706 CHF | 96 008 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,50 CHF | 3,51 CHF | 34 100 | 34 100 | 33 439 | 33 439 | 113 605 CHF | 113 940 CHF | 98,91% | 98,91% |
07/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 31 200 | 31 200 | 31 200 | 31 200 | 99 439 CHF | 99 751 CHF | 100,00% | 100,00% |