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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 41 000 | 41 000 | 41 611 | 41 611 | 174 160 CHF | 174 576 CHF | 99,64% | 99,64% |
20/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 174 323 CHF | 174 743 CHF | 99,43% | 99,43% |
19/11/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 171 078 CHF | 171 498 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 171 795 CHF | 172 215 CHF | 99,88% | 99,88% |
15/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 170 871 CHF | 171 298 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 171 312 CHF | 171 740 CHF | 98,59% | 98,59% |
13/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 172 332 CHF | 172 752 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 170 934 CHF | 171 355 CHF | 99,90% | 99,90% |
11/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 174 538 CHF | 174 957 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 174 123 CHF | 174 543 CHF | 98,30% | 98,30% |