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 | 0,33% | 5,63 CHF | 5,65 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 91 544 CHF | 91 844 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 5,57 CHF | 5,60 CHF | 14 400 | 14 400 | 14 400 | 14 400 | 76 789 CHF | 77 221 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 5,85 CHF | 5,88 CHF | 13 300 | 13 300 | 13 300 | 13 300 | 77 729 CHF | 78 128 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 6,45 CHF | 6,48 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 84 145 CHF | 84 520 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 7,00 CHF | 7,03 CHF | 13 400 | 13 400 | 13 400 | 13 400 | 92 275 CHF | 92 677 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 6,33 CHF | 6,36 CHF | 13 800 | 13 800 | 13 800 | 13 800 | 84 853 CHF | 85 267 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 6,01 CHF | 6,04 CHF | 11 600 | 11 600 | 11 600 | 11 600 | 80 765 CHF | 81 113 CHF | 99,85% | 99,85% |
11/11/2024 | 0,39% | 7,81 CHF | 7,84 CHF | 12 600 | 12 600 | 12 600 | 12 600 | 96 801 CHF | 97 179 CHF | 99,64% | 99,64% |
08/11/2024 | 0,44% | 6,81 CHF | 6,84 CHF | 12 400 | 12 400 | 12 400 | 12 400 | 84 765 CHF | 85 137 CHF | 98,70% | 98,70% |
07/11/2024 | 0,42% | 7,13 CHF | 7,16 CHF | 12 300 | 12 300 | 12 300 | 12 300 | 87 204 CHF | 87 573 CHF | 100,00% | 100,00% |