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 | 0,35% | 4,59 CHF | 4,60 CHF | 28 000 | 28 000 | 15 394 | 15 394 | 76 095 CHF | 76 340 CHF | 99,88% | 99,88% |
19/11/2024 | 0,38% | 4,64 CHF | 4,65 CHF | 29 000 | 29 000 | 15 887 | 15 887 | 74 646 CHF | 74 900 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 4,99 CHF | 5,00 CHF | 29 200 | 29 200 | 16 005 | 16 005 | 78 620 CHF | 78 877 CHF | 99,20% | 99,20% |
15/11/2024 | 0,41% | 4,96 CHF | 4,97 CHF | 23 400 | 23 400 | 12 957 | 12 957 | 71 314 CHF | 71 571 CHF | 98,01% | 98,01% |
14/11/2024 | 0,40% | 5,88 CHF | 5,89 CHF | 24 000 | 24 000 | 12 802 | 12 802 | 75 605 CHF | 75 859 CHF | 99,58% | 99,58% |
13/11/2024 | 0,42% | 5,46 CHF | 5,47 CHF | 24 800 | 24 800 | 13 659 | 13 659 | 74 653 CHF | 74 925 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 5,40 CHF | 5,41 CHF | 26 800 | 26 800 | 14 779 | 14 779 | 77 380 CHF | 77 618 CHF | 99,85% | 99,85% |
11/11/2024 | 0,41% | 5,19 CHF | 5,20 CHF | 24 700 | 24 700 | 13 589 | 13 589 | 76 083 CHF | 76 353 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 5,71 CHF | 5,72 CHF | 23 500 | 23 500 | 12 952 | 12 952 | 75 654 CHF | 75 910 CHF | 98,77% | 98,77% |
07/11/2024 | 0,32% | 5,91 CHF | 5,92 CHF | 25 500 | 25 500 | 14 024 | 14 024 | 78 275 CHF | 78 500 CHF | 99,20% | 99,20% |