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 | 0,41% | 5,03 CHF | 5,05 CHF | 41 200 | 41 200 | 40 717 | 40 717 | 197 306 CHF | 198 120 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 4,86 CHF | 4,88 CHF | 40 400 | 40 400 | 41 784 | 41 784 | 205 478 CHF | 206 313 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 4,70 CHF | 4,72 CHF | 42 700 | 42 700 | 43 726 | 43 726 | 205 311 CHF | 206 186 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 4,70 CHF | 4,72 CHF | 44 400 | 44 400 | 43 498 | 43 498 | 198 607 CHF | 199 477 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 4,58 CHF | 4,60 CHF | 42 900 | 42 900 | 43 020 | 43 020 | 201 066 CHF | 201 926 CHF | 99,91% | 99,91% |
13/11/2024 | 0,43% | 4,84 CHF | 4,86 CHF | 43 200 | 43 200 | 42 234 | 42 234 | 196 325 CHF | 197 170 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 4,74 CHF | 4,76 CHF | 41 600 | 41 600 | 42 263 | 42 263 | 199 189 CHF | 200 034 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 4,64 CHF | 4,66 CHF | 42 700 | 42 700 | 43 544 | 43 544 | 201 111 CHF | 201 982 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 4,59 CHF | 4,61 CHF | 44 100 | 44 100 | 45 668 | 45 668 | 205 831 CHF | 206 745 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 4,34 CHF | 4,36 CHF | 46 700 | 46 700 | 44 116 | 44 116 | 188 293 CHF | 189 176 CHF | 100,00% | 100,00% |