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 | 0,67% | 5,72 CHF | 5,74 CHF | 23 740 | 23 740 | 15 942 | 15 942 | 91 029 CHF | 91 593 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 5,50 CHF | 5,52 CHF | 24 540 | 24 540 | 16 589 | 16 589 | 89 848 CHF | 90 435 CHF | 99,09% | 99,09% |
18/11/2024 | 0,74% | 5,41 CHF | 5,43 CHF | 24 860 | 24 860 | 17 006 | 17 006 | 89 106 CHF | 89 709 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 5,23 CHF | 5,25 CHF | 25 490 | 25 490 | 16 743 | 16 743 | 88 783 CHF | 89 393 CHF | 72,08% | 72,08% |
14/11/2024 | 0,72% | 5,39 CHF | 5,41 CHF | 24 990 | 24 990 | 16 730 | 16 730 | 89 770 CHF | 90 362 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 5,30 CHF | 5,32 CHF | 25 220 | 25 220 | 17 064 | 17 064 | 89 322 CHF | 89 926 CHF | 99,94% | 99,94% |
12/11/2024 | 0,76% | 5,12 CHF | 5,14 CHF | 25 930 | 25 930 | 17 422 | 17 422 | 88 538 CHF | 89 155 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 5,05 CHF | 5,07 CHF | 26 210 | 26 210 | 17 712 | 17 712 | 88 265 CHF | 88 893 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 4,90 CHF | 4,92 CHF | 26 880 | 26 880 | 17 942 | 17 942 | 88 371 CHF | 89 006 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 4,88 CHF | 4,90 CHF | 27 070 | 27 070 | 18 287 | 18 287 | 88 060 CHF | 88 707 CHF | 100,00% | 100,00% |