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 | 0,48% | 4,09 CHF | 4,11 CHF | 37 900 | 37 900 | 37 690 | 37 690 | 157 275 CHF | 158 029 CHF | 99,43% | 99,43% |
19/11/2024 | 0,49% | 4,07 CHF | 4,09 CHF | 37 500 | 37 500 | 37 495 | 37 495 | 154 003 CHF | 154 753 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 4,15 CHF | 4,17 CHF | 38 300 | 38 300 | 38 299 | 38 299 | 156 551 CHF | 157 317 CHF | 99,88% | 99,88% |
15/11/2024 | 0,50% | 4,07 CHF | 4,09 CHF | 38 800 | 38 800 | 39 069 | 39 069 | 157 092 CHF | 157 873 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 3,97 CHF | 3,99 CHF | 40 500 | 40 500 | 40 745 | 40 745 | 158 051 CHF | 158 866 CHF | 98,51% | 98,51% |
13/11/2024 | 0,53% | 3,77 CHF | 3,79 CHF | 42 100 | 42 100 | 42 306 | 42 306 | 158 784 CHF | 159 631 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 3,63 CHF | 3,65 CHF | 40 600 | 40 600 | 40 176 | 40 176 | 150 580 CHF | 151 384 CHF | 99,88% | 99,88% |
11/11/2024 | 0,51% | 3,92 CHF | 3,94 CHF | 41 200 | 41 200 | 41 390 | 41 390 | 161 279 CHF | 162 107 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 3,70 CHF | 3,72 CHF | 40 600 | 40 600 | 40 570 | 40 570 | 151 247 CHF | 152 058 CHF | 98,30% | 98,30% |
07/11/2024 | 0,51% | 3,88 CHF | 3,90 CHF | 40 600 | 40 600 | 40 421 | 40 421 | 157 953 CHF | 158 761 CHF | 100,00% | 100,00% |