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% | 4,33 CHF | 4,34 CHF | 27 710 | 27 710 | 27 250 | 27 250 | 119 452 CHF | 119 724 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,31 CHF | 4,32 CHF | 27 860 | 27 860 | 27 685 | 27 685 | 118 736 CHF | 119 013 CHF | 98,90% | 98,90% |
18/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 27 700 | 27 700 | 27 546 | 27 546 | 119 428 CHF | 119 704 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 27 930 | 27 930 | 27 966 | 27 966 | 120 699 CHF | 120 979 CHF | 72,17% | 72,17% |
14/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 27 680 | 27 680 | 27 547 | 27 547 | 119 569 CHF | 119 845 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 119 435 CHF | 119 712 CHF | 98,61% | 98,61% |
12/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 27 720 | 27 720 | 27 225 | 27 225 | 119 896 CHF | 120 169 CHF | 99,71% | 99,71% |
11/11/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 27 230 | 27 230 | 27 137 | 27 137 | 120 259 CHF | 120 530 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 120 148 CHF | 120 423 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 27 230 | 27 230 | 26 943 | 26 943 | 121 436 CHF | 121 705 CHF | 100,00% | 100,00% |