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 | 0,24% | 4,14 CHF | 4,15 CHF | 36 800 | 36 800 | 36 800 | 36 800 | 156 051 CHF | 156 419 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 36 400 | 36 400 | 36 400 | 36 400 | 150 352 CHF | 150 716 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 35 500 | 35 500 | 35 500 | 35 500 | 153 607 CHF | 153 962 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,41 CHF | 4,42 CHF | 35 200 | 35 200 | 35 200 | 35 200 | 158 111 CHF | 158 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 36 100 | 36 100 | 36 100 | 36 100 | 157 978 CHF | 158 339 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 35 300 | 35 300 | 35 300 | 35 300 | 154 347 CHF | 154 700 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,44 CHF | 4,45 CHF | 33 100 | 33 100 | 33 100 | 33 100 | 152 283 CHF | 152 614 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 34 500 | 34 500 | 34 500 | 34 500 | 167 502 CHF | 167 847 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 34 700 | 34 700 | 34 700 | 34 700 | 158 755 CHF | 159 102 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,58 CHF | 4,59 CHF | 35 500 | 35 500 | 35 500 | 35 500 | 164 817 CHF | 165 172 CHF | 99,67% | 99,67% |