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 | 0,84% | 5,93 CHF | 5,95 CHF | 27 300 | 27 300 | 9 471 | 9 471 | 55 776 CHF | 56 092 CHF | 99,03% | 99,03% |
19/11/2024 | 0,86% | 5,96 CHF | 5,98 CHF | 28 500 | 28 500 | 9 803 | 9 803 | 57 472 CHF | 57 796 CHF | 99,38% | 99,38% |
18/11/2024 | 0,82% | 5,63 CHF | 5,65 CHF | 27 000 | 27 000 | 9 307 | 9 307 | 54 957 CHF | 55 268 CHF | 99,90% | 99,90% |
15/11/2024 | 1,07% | 5,78 CHF | 5,79 CHF | 40 600 | 40 600 | 11 312 | 11 312 | 64 569 CHF | 64 840 CHF | 99,15% | 99,15% |
14/11/2024 | 0,88% | 4,31 CHF | 4,32 CHF | 33 500 | 33 500 | 11 407 | 11 407 | 49 583 CHF | 49 846 CHF | 99,89% | 99,89% |
13/11/2024 | 0,84% | 4,62 CHF | 4,63 CHF | 38 000 | 38 000 | 13 003 | 13 003 | 58 372 CHF | 58 662 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 4,28 CHF | 4,29 CHF | 38 900 | 38 900 | 13 312 | 13 312 | 55 067 CHF | 55 345 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 4,01 CHF | 4,02 CHF | 42 600 | 42 600 | 14 584 | 14 584 | 57 829 CHF | 58 112 CHF | 99,93% | 99,93% |
08/11/2024 | 0,85% | 3,65 CHF | 3,66 CHF | 43 600 | 43 600 | 15 058 | 15 058 | 55 228 CHF | 55 518 CHF | 100,00% | 100,00% |
07/11/2024 | 0,88% | 3,83 CHF | 3,84 CHF | 37 300 | 37 300 | 12 885 | 12 885 | 50 284 CHF | 50 565 CHF | 100,00% | 100,00% |