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 | 0,25% | 4,03 CHF | 4,04 CHF | 9 000 | 9 000 | 8 513 | 8 513 | 34 890 CHF | 34 975 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 9 000 | 9 000 | 8 752 | 8 752 | 35 403 CHF | 35 491 CHF | 98,86% | 98,86% |
18/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 8 500 | 8 500 | 8 540 | 8 540 | 35 099 CHF | 35 184 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 8 500 | 8 500 | 8 500 | 8 500 | 35 747 CHF | 35 832 CHF | 72,05% | 72,05% |
14/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 8 500 | 8 500 | 8 515 | 8 515 | 35 401 CHF | 35 487 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 9 000 | 9 000 | 8 849 | 8 849 | 35 870 CHF | 35 959 CHF | 99,29% | 99,29% |
12/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 35 614 CHF | 35 698 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 35 591 CHF | 35 675 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 9 000 | 9 000 | 8 896 | 8 896 | 36 506 CHF | 36 595 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 9 000 | 9 000 | 8 846 | 8 846 | 36 751 CHF | 36 839 CHF | 100,00% | 100,00% |