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 | 0,77% | 4,88 CHF | 4,92 CHF | 14 800 | 14 800 | 14 798 | 14 798 | 76 251 CHF | 76 843 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 4,91 CHF | 4,95 CHF | 12 800 | 12 800 | 12 803 | 12 803 | 63 288 CHF | 63 800 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 5,76 CHF | 5,80 CHF | 13 300 | 13 300 | 13 444 | 13 444 | 75 276 CHF | 75 814 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 5,50 CHF | 5,54 CHF | 13 100 | 13 100 | 12 853 | 12 853 | 74 402 CHF | 74 916 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 5,76 CHF | 5,80 CHF | 14 900 | 14 900 | 15 160 | 15 160 | 80 859 CHF | 81 466 CHF | 100,00% | 100,00% |