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 | 0,22% | 4,46 CHF | 4,47 CHF | 27 700 | 27 700 | 27 251 | 27 251 | 122 839 CHF | 123 112 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 27 860 | 27 860 | 27 687 | 27 687 | 122 181 CHF | 122 458 CHF | 98,90% | 98,90% |
18/11/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 27 700 | 27 700 | 27 548 | 27 548 | 122 882 CHF | 123 158 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 27 930 | 27 930 | 27 969 | 27 969 | 124 180 CHF | 124 460 CHF | 71,80% | 71,80% |
14/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 27 700 | 27 700 | 27 548 | 27 548 | 122 996 CHF | 123 272 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 27 890 | 27 890 | 27 680 | 27 680 | 122 875 CHF | 123 152 CHF | 98,62% | 98,62% |
12/11/2024 | 0,22% | 4,47 CHF | 4,48 CHF | 27 740 | 27 740 | 27 225 | 27 225 | 123 276 CHF | 123 549 CHF | 99,71% | 99,71% |
11/11/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 27 200 | 27 200 | 27 142 | 27 142 | 123 652 CHF | 123 924 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 27 760 | 27 760 | 27 486 | 27 486 | 123 550 CHF | 123 825 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 27 230 | 27 230 | 26 940 | 26 940 | 124 761 CHF | 125 030 CHF | 100,00% | 100,00% |