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 | 1,60% | 5,09 CHF | 5,13 CHF | 3 530 | 3 530 | 2 337 | 2 337 | 11 290 CHF | 11 455 CHF | 100,00% | 100,00% |
19/11/2024 | 1,57% | 4,95 CHF | 4,99 CHF | 3 470 | 3 470 | 2 315 | 2 315 | 11 342 CHF | 11 506 CHF | 99,97% | 99,97% |
18/11/2024 | 1,64% | 4,69 CHF | 4,73 CHF | 2 930 | 2 930 | 1 989 | 1 989 | 10 077 CHF | 10 232 CHF | 99,97% | 99,97% |
15/11/2024 | 1,52% | 5,45 CHF | 5,49 CHF | 3 460 | 3 460 | 2 279 | 2 279 | 11 817 CHF | 11 982 CHF | 72,10% | 72,10% |
14/11/2024 | 1,62% | 4,89 CHF | 4,93 CHF | 3 430 | 3 430 | 2 269 | 2 269 | 10 723 CHF | 10 883 CHF | 100,00% | 100,00% |
13/11/2024 | 1,49% | 4,58 CHF | 4,61 CHF | 3 890 | 3 890 | 2 593 | 2 593 | 11 436 CHF | 11 591 CHF | 99,65% | 99,65% |
12/11/2024 | 1,44% | 4,30 CHF | 4,33 CHF | 4 350 | 4 350 | 2 875 | 2 875 | 11 781 CHF | 11 936 CHF | 100,00% | 100,00% |
11/11/2024 | 1,47% | 3,97 CHF | 4,00 CHF | 4 370 | 4 370 | 2 918 | 2 918 | 11 461 CHF | 11 616 CHF | 100,00% | 100,00% |
08/11/2024 | 1,57% | 3,70 CHF | 3,73 CHF | 4 610 | 4 610 | 3 088 | 3 088 | 11 315 CHF | 11 479 CHF | 100,00% | 100,00% |
07/11/2024 | 1,61% | 3,83 CHF | 3,86 CHF | 3 930 | 3 930 | 2 653 | 2 653 | 10 563 CHF | 10 722 CHF | 99,98% | 99,98% |