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 | 47 000 | 47 000 | 45 747 | 45 747 | 184 575 CHF | 185 033 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 47 000 | 47 000 | 45 696 | 45 696 | 182 960 CHF | 183 417 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 47 000 | 47 000 | 45 752 | 45 752 | 183 866 CHF | 184 323 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 47 000 | 47 000 | 45 698 | 45 698 | 183 680 CHF | 184 137 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 47 000 | 47 000 | 46 283 | 46 283 | 182 873 CHF | 183 335 CHF | 99,39% | 99,39% |
13/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 47 000 | 47 000 | 45 865 | 45 865 | 183 350 CHF | 183 809 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 47 000 | 47 000 | 45 557 | 45 557 | 183 662 CHF | 184 117 CHF | 98,86% | 100,00% |
11/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 46 000 | 46 000 | 43 870 | 43 870 | 183 508 CHF | 183 946 CHF | 99,93% | 99,93% |
08/11/2024 | 0,23% | 4,19 CHF | 4,20 CHF | 45 000 | 45 000 | 42 954 | 42 954 | 183 692 CHF | 184 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 42 000 | 42 000 | 41 443 | 41 443 | 184 545 CHF | 184 960 CHF | 98,41% | 98,41% |