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 | 0,45% | 4,80 CHF | 4,81 CHF | 40 200 | 40 200 | 21 887 | 21 887 | 111 551 CHF | 111 985 CHF | 99,78% | 99,78% |
19/11/2024 | 0,38% | 5,04 CHF | 5,05 CHF | 42 700 | 42 700 | 23 586 | 23 586 | 113 501 CHF | 113 880 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 4,79 CHF | 4,80 CHF | 45 400 | 45 400 | 25 163 | 25 163 | 117 298 CHF | 117 702 CHF | 99,90% | 99,90% |
15/11/2024 | 0,37% | 4,43 CHF | 4,44 CHF | 42 400 | 42 400 | 23 016 | 23 016 | 110 373 CHF | 110 742 CHF | 99,41% | 99,41% |
14/11/2024 | 0,43% | 5,04 CHF | 5,05 CHF | 38 800 | 38 800 | 20 263 | 20 263 | 109 448 CHF | 109 858 CHF | 99,66% | 99,66% |
13/11/2024 | 0,40% | 5,57 CHF | 5,58 CHF | 35 800 | 35 800 | 19 411 | 19 411 | 111 628 CHF | 112 013 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 5,66 CHF | 5,67 CHF | 36 800 | 36 800 | 20 017 | 20 017 | 114 147 CHF | 114 545 CHF | 99,90% | 99,90% |
11/11/2024 | 0,43% | 5,62 CHF | 5,63 CHF | 38 400 | 38 400 | 20 969 | 20 969 | 115 879 CHF | 116 299 CHF | 99,17% | 99,17% |
08/11/2024 | 0,41% | 5,45 CHF | 5,46 CHF | 36 400 | 36 400 | 20 060 | 20 060 | 112 216 CHF | 112 613 CHF | 99,08% | 99,08% |
07/11/2024 | 0,41% | 5,53 CHF | 5,54 CHF | 39 500 | 39 500 | 22 051 | 22 051 | 118 631 CHF | 119 050 CHF | 99,69% | 99,69% |