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 | 0,66% | 4,59 CHF | 4,62 CHF | 30 000 | 30 000 | 29 717 | 29 717 | 136 171 CHF | 137 063 CHF | 99,70% | 99,70% |
19/11/2024 | 0,67% | 4,52 CHF | 4,55 CHF | 30 000 | 30 000 | 29 715 | 29 715 | 133 501 CHF | 134 393 CHF | 98,91% | 98,91% |
18/11/2024 | 0,67% | 4,54 CHF | 4,57 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 134 364 CHF | 135 257 CHF | 100,00% | 100,00% |
15/11/2024 | 0,66% | 4,46 CHF | 4,49 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 135 852 CHF | 136 752 CHF | 71,70% | 71,70% |
14/11/2024 | 0,66% | 4,54 CHF | 4,57 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 135 450 CHF | 136 342 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 4,56 CHF | 4,59 CHF | 30 000 | 30 000 | 29 702 | 29 702 | 136 300 CHF | 137 192 CHF | 94,54% | 94,54% |
12/11/2024 | 0,64% | 4,64 CHF | 4,67 CHF | 30 000 | 30 000 | 29 718 | 29 718 | 141 027 CHF | 141 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,64% | 4,75 CHF | 4,78 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 141 422 CHF | 142 314 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 4,76 CHF | 4,79 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 141 058 CHF | 141 950 CHF | 100,00% | 100,00% |
07/11/2024 | 0,65% | 4,70 CHF | 4,73 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 138 653 CHF | 139 546 CHF | 100,00% | 100,00% |