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 | 0,40% | 4,90 CHF | 4,92 CHF | 16 600 | 16 600 | 16 584 | 16 584 | 82 688 CHF | 83 020 CHF | 99,44% | 99,44% |
19/11/2024 | 0,42% | 4,77 CHF | 4,79 CHF | 16 400 | 16 400 | 16 418 | 16 418 | 78 357 CHF | 78 685 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 4,85 CHF | 4,87 CHF | 16 700 | 16 700 | 16 734 | 16 734 | 80 789 CHF | 81 123 CHF | 99,88% | 99,88% |
15/11/2024 | 0,44% | 4,71 CHF | 4,73 CHF | 16 700 | 16 700 | 16 813 | 16 813 | 76 876 CHF | 77 212 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 4,86 CHF | 4,88 CHF | 16 300 | 16 300 | 16 524 | 16 524 | 75 838 CHF | 76 168 CHF | 98,52% | 98,52% |
13/11/2024 | 0,41% | 4,87 CHF | 4,89 CHF | 17 000 | 17 000 | 17 044 | 17 044 | 82 882 CHF | 83 223 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 4,59 CHF | 4,61 CHF | 16 200 | 16 200 | 16 099 | 16 099 | 76 633 CHF | 76 955 CHF | 99,88% | 99,88% |
11/11/2024 | 0,39% | 5,03 CHF | 5,05 CHF | 15 900 | 15 900 | 15 865 | 15 865 | 80 261 CHF | 80 578 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 5,00 CHF | 5,02 CHF | 15 700 | 15 700 | 15 721 | 15 721 | 78 518 CHF | 78 833 CHF | 98,30% | 98,30% |
07/11/2024 | 0,38% | 5,12 CHF | 5,14 CHF | 15 600 | 15 600 | 15 538 | 15 538 | 80 628 CHF | 80 939 CHF | 100,00% | 100,00% |