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 | 0,71% | 4,67 CHF | 4,69 CHF | 60 000 | 60 000 | 27 773 | 27 773 | 130 857 CHF | 131 669 CHF | 99,67% | 99,67% |
19/11/2024 | 0,76% | 4,62 CHF | 4,64 CHF | 60 000 | 60 000 | 28 226 | 28 226 | 125 550 CHF | 126 371 CHF | 99,76% | 99,76% |
18/11/2024 | 0,77% | 4,48 CHF | 4,50 CHF | 60 000 | 60 000 | 27 100 | 27 100 | 117 788 CHF | 118 570 CHF | 99,70% | 99,70% |
15/11/2024 | 0,68% | 4,46 CHF | 4,48 CHF | 60 000 | 60 000 | 28 069 | 28 069 | 132 997 CHF | 133 815 CHF | 98,90% | 98,90% |
14/11/2024 | 0,66% | 5,13 CHF | 5,15 CHF | 50 000 | 50 000 | 23 333 | 23 333 | 119 557 CHF | 120 218 CHF | 99,93% | 99,93% |
13/11/2024 | 0,64% | 5,03 CHF | 5,05 CHF | 60 000 | 60 000 | 21 749 | 21 749 | 113 197 CHF | 113 785 CHF | 99,57% | 99,57% |
12/11/2024 | 0,74% | 5,38 CHF | 5,40 CHF | 50 000 | 50 000 | 19 517 | 19 517 | 106 649 CHF | 107 167 CHF | 95,54% | 99,28% |
11/11/2024 | 0,57% | 5,60 CHF | 5,62 CHF | 50 000 | 50 000 | 20 165 | 20 165 | 116 161 CHF | 116 708 CHF | 99,35% | 99,35% |
08/11/2024 | 0,55% | 5,83 CHF | 5,85 CHF | 50 000 | 50 000 | 20 037 | 20 037 | 120 182 CHF | 120 729 CHF | 99,39% | 99,39% |
07/11/2024 | 1,18% | 6,33 CHF | 6,35 CHF | 50 000 | 50 000 | 17 608 | 17 608 | 101 601 CHF | 102 335 CHF | 96,15% | 96,15% |