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 | 1,11% | 4,37 CHF | 4,38 CHF | 5 510 | 5 510 | 3 652 | 3 652 | 16 514 CHF | 16 679 CHF | 100,00% | 100,00% |
19/11/2024 | 1,13% | 4,43 CHF | 4,44 CHF | 5 510 | 5 510 | 3 680 | 3 680 | 16 407 CHF | 16 573 CHF | 98,95% | 98,95% |
18/11/2024 | 1,17% | 4,61 CHF | 4,62 CHF | 5 430 | 5 430 | 3 692 | 3 692 | 16 273 CHF | 16 441 CHF | 99,95% | 99,95% |
15/11/2024 | 1,16% | 4,24 CHF | 4,25 CHF | 5 600 | 5 600 | 3 676 | 3 676 | 16 114 CHF | 16 282 CHF | 71,63% | 71,63% |
14/11/2024 | 1,08% | 4,58 CHF | 4,59 CHF | 5 450 | 5 450 | 3 613 | 3 613 | 16 904 CHF | 17 067 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 4,78 CHF | 4,79 CHF | 5 360 | 5 360 | 3 571 | 3 571 | 17 419 CHF | 17 581 CHF | 99,92% | 99,92% |
12/11/2024 | 0,99% | 4,97 CHF | 4,98 CHF | 5 300 | 5 300 | 3 504 | 3 504 | 17 943 CHF | 18 102 CHF | 100,00% | 100,00% |
11/11/2024 | 0,96% | 5,22 CHF | 5,23 CHF | 5 210 | 5 210 | 3 483 | 3 483 | 18 250 CHF | 18 407 CHF | 100,00% | 100,00% |
08/11/2024 | 0,94% | 5,40 CHF | 5,41 CHF | 5 170 | 5 170 | 3 466 | 3 466 | 18 714 CHF | 18 871 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 5,29 CHF | 5,30 CHF | 5 240 | 5 240 | 3 533 | 3 533 | 18 311 CHF | 18 471 CHF | 99,98% | 99,98% |