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 | 0,23% | 4,29 CHF | 4,30 CHF | 9 000 | 9 000 | 8 516 | 8 516 | 37 069 CHF | 37 155 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 9 000 | 9 000 | 8 758 | 8 758 | 37 649 CHF | 37 736 CHF | 98,86% | 98,86% |
18/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 8 500 | 8 500 | 8 543 | 8 543 | 37 284 CHF | 37 370 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,42 CHF | 4,43 CHF | 8 500 | 8 500 | 8 500 | 8 500 | 37 908 CHF | 37 993 CHF | 71,87% | 71,87% |
14/11/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 8 500 | 8 500 | 8 517 | 8 517 | 37 570 CHF | 37 655 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 9 000 | 9 000 | 8 847 | 8 847 | 38 104 CHF | 38 193 CHF | 99,28% | 99,28% |
12/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 37 753 CHF | 37 837 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 37 719 CHF | 37 804 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 9 000 | 9 000 | 8 897 | 8 897 | 38 770 CHF | 38 859 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 9 000 | 9 000 | 8 834 | 8 834 | 38 949 CHF | 39 037 CHF | 100,00% | 100,00% |