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 | 0,48% | 4,78 CHF | 4,79 CHF | 46 000 | 46 000 | 20 931 | 20 931 | 100 928 CHF | 101 310 CHF | 99,90% | 99,90% |
19/11/2024 | 0,47% | 4,95 CHF | 4,96 CHF | 46 000 | 46 000 | 19 409 | 19 409 | 96 348 CHF | 96 701 CHF | 99,98% | 99,98% |
18/11/2024 | 0,48% | 4,95 CHF | 4,96 CHF | 45 000 | 45 000 | 20 854 | 20 854 | 101 829 CHF | 102 210 CHF | 99,90% | 99,90% |
15/11/2024 | 0,48% | 4,94 CHF | 4,95 CHF | 45 000 | 45 000 | 18 699 | 18 699 | 92 474 CHF | 92 794 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 4,93 CHF | 4,94 CHF | 45 000 | 45 000 | 20 466 | 20 466 | 101 341 CHF | 101 716 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 4,84 CHF | 4,85 CHF | 46 000 | 46 000 | 21 069 | 21 069 | 100 540 CHF | 100 932 CHF | 98,45% | 99,63% |
12/11/2024 | 0,47% | 4,82 CHF | 4,83 CHF | 46 000 | 46 000 | 20 556 | 20 556 | 101 362 CHF | 101 737 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 5,00 CHF | 5,01 CHF | 45 000 | 45 000 | 11 411 | 11 411 | 55 499 CHF | 55 892 CHF | 99,62% | 99,62% |
08/11/2024 | 0,51% | 4,68 CHF | 4,69 CHF | 47 000 | 47 000 | 21 468 | 21 468 | 98 510 CHF | 98 899 CHF | 99,33% | 99,33% |
07/11/2024 | 0,51% | 4,59 CHF | 4,60 CHF | 48 000 | 48 000 | 21 469 | 21 469 | 98 343 CHF | 98 731 CHF | 100,00% | 100,00% |