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 | 0,74% | 5,19 CHF | 5,21 CHF | 23 760 | 23 760 | 15 945 | 15 945 | 82 563 CHF | 83 127 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 4,97 CHF | 4,99 CHF | 24 540 | 24 540 | 16 589 | 16 589 | 81 048 CHF | 81 635 CHF | 99,09% | 99,09% |
18/11/2024 | 0,82% | 4,88 CHF | 4,90 CHF | 24 880 | 24 880 | 17 007 | 17 007 | 80 037 CHF | 80 640 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 4,69 CHF | 4,71 CHF | 25 490 | 25 490 | 16 745 | 16 745 | 79 877 CHF | 80 488 CHF | 72,00% | 72,00% |
14/11/2024 | 0,80% | 4,86 CHF | 4,88 CHF | 24 990 | 24 990 | 16 730 | 16 730 | 80 846 CHF | 81 438 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 4,77 CHF | 4,79 CHF | 25 220 | 25 220 | 17 064 | 17 064 | 80 274 CHF | 80 878 CHF | 99,95% | 99,95% |
12/11/2024 | 0,85% | 4,59 CHF | 4,61 CHF | 25 940 | 25 940 | 17 422 | 17 422 | 79 321 CHF | 79 939 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 4,52 CHF | 4,54 CHF | 26 220 | 26 220 | 17 712 | 17 712 | 78 924 CHF | 79 552 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 4,38 CHF | 4,40 CHF | 26 880 | 26 880 | 17 941 | 17 941 | 78 984 CHF | 79 618 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 4,36 CHF | 4,38 CHF | 27 060 | 27 060 | 18 286 | 18 286 | 78 467 CHF | 79 114 CHF | 100,00% | 100,00% |