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 | 0,25% | 4,05 CHF | 4,06 CHF | 27 710 | 27 710 | 27 250 | 27 250 | 111 821 CHF | 112 094 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 27 860 | 27 860 | 27 686 | 27 686 | 110 988 CHF | 111 265 CHF | 98,90% | 98,90% |
18/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 27 700 | 27 700 | 27 547 | 27 547 | 111 752 CHF | 112 027 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 27 930 | 27 930 | 27 961 | 27 961 | 112 868 CHF | 113 148 CHF | 72,08% | 72,08% |
14/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 27 680 | 27 680 | 27 547 | 27 547 | 111 861 CHF | 112 137 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 111 716 CHF | 111 993 CHF | 98,62% | 98,62% |
12/11/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 27 730 | 27 730 | 27 226 | 27 226 | 112 313 CHF | 112 585 CHF | 99,71% | 99,71% |
11/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 27 230 | 27 230 | 27 137 | 27 137 | 112 677 CHF | 112 948 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 112 477 CHF | 112 752 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 27 240 | 27 240 | 26 942 | 26 942 | 113 918 CHF | 114 188 CHF | 100,00% | 100,00% |