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% | 4,21 CHF | 4,22 CHF | 27 690 | 27 690 | 27 249 | 27 249 | 116 043 CHF | 116 316 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 27 860 | 27 860 | 27 687 | 27 687 | 115 274 CHF | 115 551 CHF | 98,90% | 98,90% |
18/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 27 700 | 27 700 | 27 548 | 27 548 | 116 042 CHF | 116 318 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 27 940 | 27 940 | 27 966 | 27 966 | 117 246 CHF | 117 525 CHF | 72,09% | 72,09% |
14/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 27 710 | 27 710 | 27 551 | 27 551 | 116 149 CHF | 116 425 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 27 900 | 27 900 | 27 678 | 27 678 | 115 995 CHF | 116 272 CHF | 98,61% | 98,61% |
12/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 27 710 | 27 710 | 27 225 | 27 225 | 116 519 CHF | 116 792 CHF | 99,70% | 99,70% |
11/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 27 210 | 27 210 | 27 144 | 27 144 | 116 939 CHF | 117 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 27 770 | 27 770 | 27 485 | 27 485 | 116 728 CHF | 117 003 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 27 260 | 27 260 | 26 942 | 26 942 | 118 081 CHF | 118 351 CHF | 100,00% | 100,00% |