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 | 1,28% | 4,05 CHF | 4,06 CHF | 26 000 | 26 000 | 11 577 | 11 577 | 46 854 CHF | 47 276 CHF | 99,01% | 99,01% |
19/11/2024 | 1,33% | 4,04 CHF | 4,05 CHF | 26 000 | 26 000 | 11 775 | 11 775 | 45 846 CHF | 46 273 CHF | 99,26% | 99,26% |
18/11/2024 | 1,40% | 4,02 CHF | 4,03 CHF | 25 600 | 25 600 | 11 422 | 11 422 | 46 264 CHF | 46 713 CHF | 99,35% | 99,35% |
15/11/2024 | 1,40% | 4,21 CHF | 4,22 CHF | 24 900 | 24 900 | 11 165 | 11 165 | 46 330 CHF | 46 771 CHF | 99,30% | 99,30% |
14/11/2024 | 1,36% | 4,31 CHF | 4,32 CHF | 24 900 | 24 900 | 11 231 | 11 231 | 47 465 CHF | 47 906 CHF | 98,38% | 98,38% |
13/11/2024 | 1,38% | 4,23 CHF | 4,24 CHF | 25 000 | 25 000 | 11 122 | 11 122 | 46 580 CHF | 47 020 CHF | 99,38% | 99,38% |
12/11/2024 | 1,36% | 4,26 CHF | 4,27 CHF | 23 800 | 23 800 | 10 530 | 10 530 | 46 210 CHF | 46 648 CHF | 98,34% | 98,34% |
11/11/2024 | 1,34% | 4,47 CHF | 4,48 CHF | 24 800 | 24 800 | 11 161 | 11 161 | 48 605 CHF | 49 045 CHF | 98,60% | 98,60% |
08/11/2024 | 1,39% | 4,23 CHF | 4,24 CHF | 25 400 | 25 400 | 11 433 | 11 433 | 47 090 CHF | 47 541 CHF | 98,50% | 98,50% |
07/11/2024 | 1,30% | 4,08 CHF | 4,09 CHF | 23 500 | 23 500 | 10 260 | 10 260 | 45 231 CHF | 45 654 CHF | 98,27% | 98,27% |