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 | 0,20% | 4,86 CHF | 4,87 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 205 547 CHF | 205 967 CHF | 99,47% | 99,47% |
19/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 202 312 CHF | 202 733 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 203 000 CHF | 203 420 CHF | 99,89% | 99,89% |
15/11/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 202 614 CHF | 203 042 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 203 072 CHF | 203 500 CHF | 98,66% | 98,66% |
13/11/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 203 513 CHF | 203 933 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,74 CHF | 4,75 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 202 182 CHF | 202 603 CHF | 99,88% | 99,88% |
11/11/2024 | 0,20% | 4,90 CHF | 4,91 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 205 623 CHF | 206 041 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,89 CHF | 4,90 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 205 305 CHF | 205 725 CHF | 98,29% | 98,29% |
07/11/2024 | 0,20% | 4,93 CHF | 4,94 CHF | 42 000 | 42 000 | 41 473 | 41 473 | 205 631 CHF | 206 045 CHF | 100,00% | 100,00% |