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 | 0,21% | 4,47 CHF | 4,48 CHF | 21 500 | 21 500 | 21 304 | 21 304 | 101 604 CHF | 101 817 CHF | 99,47% | 99,47% |
19/11/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 20 500 | 20 500 | 20 360 | 20 360 | 96 126 CHF | 96 330 CHF | 99,58% | 99,58% |
18/11/2024 | 0,20% | 5,12 CHF | 5,13 CHF | 21 200 | 21 200 | 21 295 | 21 295 | 106 919 CHF | 107 132 CHF | 99,89% | 99,89% |
15/11/2024 | 0,21% | 4,65 CHF | 4,66 CHF | 22 400 | 22 400 | 22 308 | 22 308 | 105 069 CHF | 105 292 CHF | 99,90% | 99,90% |
14/11/2024 | 0,22% | 4,71 CHF | 4,72 CHF | 22 900 | 22 900 | 22 804 | 22 804 | 105 210 CHF | 105 438 CHF | 98,57% | 98,57% |
13/11/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 22 600 | 22 600 | 22 510 | 22 510 | 102 388 CHF | 102 613 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,45 CHF | 4,46 CHF | 21 100 | 21 100 | 21 012 | 21 012 | 100 479 CHF | 100 689 CHF | 98,97% | 98,97% |
11/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 21 400 | 21 400 | 21 886 | 21 886 | 108 519 CHF | 108 738 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 21 200 | 21 200 | 21 112 | 21 112 | 101 223 CHF | 101 434 CHF | 99,05% | 99,05% |
07/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 20 200 | 20 200 | 20 116 | 20 116 | 103 066 CHF | 103 267 CHF | 99,04% | 99,04% |