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 | 0,49% | 4,09 CHF | 4,11 CHF | 19 500 | 19 500 | 19 317 | 19 317 | 78 979 CHF | 79 366 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 4,10 CHF | 4,12 CHF | 19 500 | 19 500 | 19 315 | 19 315 | 78 610 CHF | 78 996 CHF | 98,89% | 98,89% |
18/11/2024 | 0,49% | 4,07 CHF | 4,09 CHF | 19 500 | 19 500 | 19 317 | 19 317 | 79 471 CHF | 79 858 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 4,18 CHF | 4,20 CHF | 19 500 | 19 500 | 19 500 | 19 500 | 80 164 CHF | 80 554 CHF | 71,89% | 71,89% |
14/11/2024 | 0,49% | 4,08 CHF | 4,10 CHF | 19 500 | 19 500 | 19 317 | 19 317 | 78 721 CHF | 79 107 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 4,00 CHF | 4,02 CHF | 19 500 | 19 500 | 19 315 | 19 315 | 77 676 CHF | 78 063 CHF | 99,19% | 99,19% |
12/11/2024 | 0,51% | 3,95 CHF | 3,97 CHF | 19 500 | 19 500 | 19 316 | 19 316 | 76 936 CHF | 77 323 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 4,09 CHF | 4,11 CHF | 19 500 | 19 500 | 19 317 | 19 317 | 79 933 CHF | 80 320 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 4,15 CHF | 4,17 CHF | 19 500 | 19 500 | 19 317 | 19 317 | 79 656 CHF | 80 043 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 4,10 CHF | 4,12 CHF | 19 500 | 19 500 | 19 318 | 19 318 | 79 582 CHF | 79 969 CHF | 100,00% | 100,00% |