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 | 0,23% | 4,30 CHF | 4,31 CHF | 27 710 | 27 710 | 27 250 | 27 250 | 118 636 CHF | 118 909 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 27 860 | 27 860 | 27 686 | 27 686 | 117 910 CHF | 118 187 CHF | 98,90% | 98,90% |
18/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 27 700 | 27 700 | 27 546 | 27 546 | 118 598 CHF | 118 874 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 27 930 | 27 930 | 27 966 | 27 966 | 119 863 CHF | 120 142 CHF | 72,08% | 72,08% |
14/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 27 680 | 27 680 | 27 547 | 27 547 | 118 746 CHF | 119 022 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 118 606 CHF | 118 883 CHF | 98,61% | 98,61% |
12/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 27 720 | 27 720 | 27 225 | 27 225 | 119 080 CHF | 119 352 CHF | 99,71% | 99,71% |
11/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 27 230 | 27 230 | 27 137 | 27 137 | 119 436 CHF | 119 708 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 27 770 | 27 770 | 27 483 | 27 483 | 119 323 CHF | 119 598 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 27 230 | 27 230 | 26 943 | 26 943 | 120 625 CHF | 120 894 CHF | 100,00% | 100,00% |