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 | 0,42% | 4,79 CHF | 4,81 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 85 274 CHF | 85 631 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 4,77 CHF | 4,79 CHF | 18 000 | 18 000 | 17 829 | 17 829 | 84 147 CHF | 84 504 CHF | 98,89% | 98,89% |
18/11/2024 | 0,45% | 4,55 CHF | 4,57 CHF | 18 000 | 18 000 | 18 091 | 18 091 | 81 757 CHF | 82 120 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 4,46 CHF | 4,48 CHF | 18 500 | 18 500 | 18 500 | 18 500 | 83 391 CHF | 83 761 CHF | 72,15% | 72,15% |
14/11/2024 | 0,43% | 4,76 CHF | 4,78 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 83 884 CHF | 84 241 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 4,64 CHF | 4,66 CHF | 18 000 | 18 000 | 17 831 | 17 831 | 83 201 CHF | 83 558 CHF | 99,27% | 99,27% |
12/11/2024 | 0,40% | 4,92 CHF | 4,94 CHF | 18 000 | 18 000 | 17 479 | 17 479 | 87 227 CHF | 87 577 CHF | 100,00% | 100,00% |
11/11/2024 | 0,39% | 5,16 CHF | 5,18 CHF | 17 500 | 17 500 | 17 337 | 17 337 | 89 916 CHF | 90 263 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 4,95 CHF | 4,97 CHF | 18 000 | 18 000 | 17 735 | 17 735 | 88 490 CHF | 88 845 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 4,97 CHF | 4,99 CHF | 18 000 | 18 000 | 17 709 | 17 709 | 89 331 CHF | 89 686 CHF | 100,00% | 100,00% |