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 | 1,46% | 4,63 CHF | 4,67 CHF | 15 600 | 15 600 | 6 856 | 6 856 | 35 433 CHF | 35 867 CHF | 99,57% | 99,57% |
19/11/2024 | 1,43% | 5,44 CHF | 5,48 CHF | 17 100 | 17 100 | 7 608 | 7 608 | 37 888 CHF | 38 317 CHF | 99,21% | 99,21% |
18/11/2024 | 1,53% | 4,30 CHF | 4,34 CHF | 19 300 | 19 300 | 8 623 | 8 623 | 36 431 CHF | 36 898 CHF | 99,90% | 99,90% |
15/11/2024 | 1,59% | 3,91 CHF | 3,95 CHF | 17 000 | 17 000 | 6 916 | 6 916 | 28 179 CHF | 28 556 CHF | 91,62% | 91,62% |
14/11/2024 | 1,00% | 7,46 CHF | 7,52 CHF | 11 600 | 11 600 | 5 102 | 5 102 | 37 522 CHF | 37 857 CHF | 99,72% | 99,72% |
13/11/2024 | 1,00% | 6,85 CHF | 6,89 CHF | 13 200 | 13 200 | 6 241 | 6 241 | 38 632 CHF | 38 953 CHF | 99,93% | 99,93% |
12/11/2024 | 1,04% | 5,97 CHF | 6,01 CHF | 13 100 | 13 100 | 5 773 | 5 773 | 35 395 CHF | 35 706 CHF | 99,90% | 99,90% |
11/11/2024 | 1,13% | 6,31 CHF | 6,35 CHF | 12 000 | 12 000 | 4 935 | 4 935 | 32 440 CHF | 32 730 CHF | 99,90% | 99,90% |
08/11/2024 | 0,88% | 7,48 CHF | 7,52 CHF | 12 500 | 12 500 | 5 805 | 5 805 | 41 398 CHF | 41 701 CHF | 97,40% | 97,40% |
07/11/2024 | 1,00% | 6,03 CHF | 6,07 CHF | 13 800 | 13 800 | 6 154 | 6 154 | 37 024 CHF | 37 339 CHF | 100,00% | 100,00% |