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 | 0,24% | 4,08 CHF | 4,09 CHF | 27 710 | 27 710 | 27 250 | 27 250 | 112 669 CHF | 112 941 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 27 850 | 27 850 | 27 689 | 27 689 | 111 894 CHF | 112 171 CHF | 98,90% | 98,90% |
18/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 27 700 | 27 700 | 27 546 | 27 546 | 112 614 CHF | 112 890 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 27 930 | 27 930 | 27 963 | 27 963 | 113 749 CHF | 114 028 CHF | 72,16% | 72,16% |
14/11/2024 | 0,25% | 4,13 CHF | 4,14 CHF | 27 680 | 27 680 | 27 549 | 27 549 | 112 747 CHF | 113 023 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 27 890 | 27 890 | 27 682 | 27 682 | 112 574 CHF | 112 851 CHF | 98,62% | 98,62% |
12/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 27 730 | 27 730 | 27 226 | 27 226 | 113 158 CHF | 113 430 CHF | 99,71% | 99,71% |
11/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 27 200 | 27 200 | 27 138 | 27 138 | 113 539 CHF | 113 811 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 113 330 CHF | 113 605 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 27 240 | 27 240 | 26 943 | 26 943 | 114 759 CHF | 115 029 CHF | 100,00% | 100,00% |