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 | 0,91% | 5,36 CHF | 5,37 CHF | 5 510 | 5 510 | 3 652 | 3 652 | 20 115 CHF | 20 280 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 5,42 CHF | 5,43 CHF | 5 510 | 5 510 | 3 680 | 3 680 | 20 025 CHF | 20 191 CHF | 98,93% | 98,93% |
18/11/2024 | 0,95% | 5,60 CHF | 5,61 CHF | 5 430 | 5 430 | 3 692 | 3 692 | 19 920 CHF | 20 087 CHF | 99,95% | 99,95% |
15/11/2024 | 0,95% | 5,22 CHF | 5,23 CHF | 5 600 | 5 600 | 3 675 | 3 675 | 19 740 CHF | 19 909 CHF | 71,84% | 71,84% |
14/11/2024 | 0,89% | 5,57 CHF | 5,58 CHF | 5 460 | 5 460 | 3 613 | 3 613 | 20 475 CHF | 20 638 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 5,76 CHF | 5,77 CHF | 5 360 | 5 360 | 3 571 | 3 571 | 20 925 CHF | 21 087 CHF | 99,92% | 99,92% |
12/11/2024 | 0,83% | 5,95 CHF | 5,96 CHF | 5 300 | 5 300 | 3 504 | 3 504 | 21 379 CHF | 21 537 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 6,20 CHF | 6,21 CHF | 5 210 | 5 210 | 3 483 | 3 483 | 21 654 CHF | 21 812 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 6,37 CHF | 6,38 CHF | 5 170 | 5 170 | 3 465 | 3 465 | 22 072 CHF | 22 229 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 6,26 CHF | 6,27 CHF | 5 240 | 5 240 | 3 533 | 3 533 | 21 742 CHF | 21 902 CHF | 99,98% | 99,98% |