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% | 4,76 CHF | 4,77 CHF | 66 000 | 66 000 | 29 544 | 29 544 | 143 241 CHF | 143 779 CHF | 99,34% | 99,34% |
19/11/2024 | 0,48% | 4,87 CHF | 4,88 CHF | 66 000 | 66 000 | 29 715 | 29 715 | 144 409 CHF | 144 949 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 4,91 CHF | 4,92 CHF | 65 000 | 65 000 | 29 370 | 29 370 | 143 928 CHF | 144 464 CHF | 99,78% | 99,78% |
15/11/2024 | 0,48% | 4,92 CHF | 4,93 CHF | 65 000 | 65 000 | 29 383 | 29 383 | 144 181 CHF | 144 717 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 4,91 CHF | 4,92 CHF | 65 000 | 65 000 | 29 424 | 29 424 | 145 108 CHF | 145 644 CHF | 98,56% | 98,56% |
13/11/2024 | 0,46% | 4,90 CHF | 4,91 CHF | 65 000 | 65 000 | 28 987 | 28 987 | 144 306 CHF | 144 829 CHF | 98,92% | 98,92% |
12/11/2024 | 0,46% | 5,05 CHF | 5,06 CHF | 64 000 | 64 000 | 29 030 | 29 030 | 146 195 CHF | 146 722 CHF | 99,90% | 99,90% |
11/11/2024 | 0,47% | 5,07 CHF | 5,08 CHF | 64 000 | 64 000 | 29 148 | 29 148 | 146 502 CHF | 147 036 CHF | 99,90% | 99,90% |
08/11/2024 | 0,48% | 4,93 CHF | 4,94 CHF | 65 000 | 65 000 | 29 927 | 29 927 | 145 182 CHF | 145 725 CHF | 99,05% | 99,05% |
07/11/2024 | 0,48% | 4,79 CHF | 4,80 CHF | 67 000 | 67 000 | 29 957 | 29 957 | 145 130 CHF | 145 674 CHF | 100,00% | 100,00% |