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 | 0,83% | 6,37 CHF | 6,42 CHF | 11 900 | 11 900 | 11 898 | 11 898 | 71 473 CHF | 72 068 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 6,32 CHF | 6,36 CHF | 14 000 | 14 000 | 14 003 | 14 003 | 88 076 CHF | 88 636 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 5,54 CHF | 5,58 CHF | 12 500 | 12 500 | 12 692 | 12 692 | 72 673 CHF | 73 181 CHF | 100,00% | 100,00% |
15/11/2024 | 0,72% | 5,84 CHF | 5,88 CHF | 13 500 | 13 500 | 13 253 | 13 253 | 73 593 CHF | 74 123 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 5,59 CHF | 5,64 CHF | 10 400 | 10 400 | 10 576 | 10 576 | 65 541 CHF | 66 070 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 6,91 CHF | 6,97 CHF | 9 400 | 9 400 | 9 551 | 9 551 | 69 136 CHF | 69 709 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 7,91 CHF | 7,95 CHF | 12 500 | 12 500 | 12 249 | 12 249 | 86 854 CHF | 87 465 CHF | 99,86% | 99,86% |
11/11/2024 | 0,86% | 5,92 CHF | 5,97 CHF | 11 000 | 11 000 | 11 010 | 11 010 | 64 059 CHF | 64 609 CHF | 99,67% | 99,67% |
08/11/2024 | 0,53% | 6,42 CHF | 6,45 CHF | 18 500 | 18 500 | 17 599 | 17 599 | 105 651 CHF | 106 193 CHF | 98,73% | 98,73% |
07/11/2024 | 0,93% | 4,30 CHF | 4,34 CHF | 14 000 | 14 000 | 14 053 | 14 053 | 60 294 CHF | 60 856 CHF | 100,00% | 100,00% |