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 | 0,66% | 4,43 CHF | 4,46 CHF | 13 400 | 13 400 | 13 310 | 13 310 | 60 475 CHF | 60 875 CHF | 99,43% | 99,43% |
19/11/2024 | 0,70% | 4,25 CHF | 4,28 CHF | 13 000 | 13 000 | 13 000 | 13 000 | 55 364 CHF | 55 754 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 4,36 CHF | 4,39 CHF | 13 400 | 13 400 | 13 434 | 13 434 | 58 226 CHF | 58 629 CHF | 99,88% | 99,88% |
15/11/2024 | 0,75% | 4,18 CHF | 4,21 CHF | 13 300 | 13 300 | 13 417 | 13 417 | 53 547 CHF | 53 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,75% | 4,37 CHF | 4,40 CHF | 12 900 | 12 900 | 13 061 | 13 061 | 52 390 CHF | 52 782 CHF | 98,60% | 98,60% |
13/11/2024 | 0,68% | 4,39 CHF | 4,42 CHF | 13 800 | 13 800 | 13 845 | 13 845 | 60 706 CHF | 61 121 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 4,03 CHF | 4,06 CHF | 12 600 | 12 600 | 12 516 | 12 516 | 53 279 CHF | 53 654 CHF | 99,88% | 99,88% |
11/11/2024 | 0,64% | 4,63 CHF | 4,66 CHF | 12 400 | 12 400 | 12 365 | 12 365 | 57 744 CHF | 58 115 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 4,59 CHF | 4,62 CHF | 12 200 | 12 200 | 12 178 | 12 178 | 55 783 CHF | 56 149 CHF | 98,30% | 98,30% |
07/11/2024 | 0,62% | 4,76 CHF | 4,79 CHF | 12 000 | 12 000 | 11 969 | 11 969 | 58 084 CHF | 58 443 CHF | 100,00% | 100,00% |