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 | 0,49% | 5,37 CHF | 5,38 CHF | 8 890 | 8 890 | 6 030 | 6 030 | 33 286 CHF | 33 434 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 5,59 CHF | 5,60 CHF | 9 100 | 9 100 | 6 105 | 6 105 | 34 490 CHF | 34 640 CHF | 98,89% | 98,89% |
18/11/2024 | 0,44% | 5,98 CHF | 5,99 CHF | 9 300 | 9 300 | 6 234 | 6 234 | 37 989 CHF | 38 143 CHF | 99,15% | 99,15% |
15/11/2024 | 0,44% | 6,33 CHF | 6,34 CHF | 9 480 | 9 480 | 6 272 | 6 272 | 39 152 CHF | 39 310 CHF | 71,75% | 71,75% |
14/11/2024 | 0,42% | 6,18 CHF | 6,19 CHF | 9 410 | 9 410 | 6 393 | 6 393 | 41 192 CHF | 41 350 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 6,24 CHF | 6,25 CHF | 9 470 | 9 470 | 6 257 | 6 257 | 37 763 CHF | 37 917 CHF | 99,18% | 99,18% |
12/11/2024 | 0,45% | 6,01 CHF | 6,02 CHF | 9 360 | 9 360 | 6 274 | 6 274 | 37 759 CHF | 37 913 CHF | 99,80% | 99,80% |
11/11/2024 | 0,52% | 5,72 CHF | 5,73 CHF | 9 230 | 9 230 | 6 032 | 6 032 | 32 148 CHF | 32 295 CHF | 99,95% | 99,95% |
08/11/2024 | 0,55% | 4,94 CHF | 4,95 CHF | 8 870 | 8 870 | 5 972 | 5 972 | 29 638 CHF | 29 785 CHF | 99,91% | 99,91% |
07/11/2024 | 0,56% | 4,79 CHF | 4,80 CHF | 8 850 | 8 850 | 5 888 | 5 888 | 28 895 CHF | 29 041 CHF | 97,75% | 97,75% |