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 | 0,74% | 26,55 CHF | 26,75 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 107 439 CHF | 108 233 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 26,45 CHF | 26,65 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 105 798 CHF | 106 591 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 26,95 CHF | 27,15 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 105 307 CHF | 106 100 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 26,45 CHF | 26,65 CHF | 4 000 | 4 000 | 4 395 | 4 395 | 114 733 CHF | 115 612 CHF | 71,40% | 71,40% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,82% | 24,50 CHF | 24,70 CHF | 4 500 | 4 500 | 4 457 | 4 457 | 108 770 CHF | 109 663 CHF | 99,56% | 99,56% |
12/11/2024 | 0,83% | 23,60 CHF | 23,80 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 108 673 CHF | 109 566 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 25,50 CHF | 25,70 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 112 997 CHF | 113 890 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 24,10 CHF | 24,30 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 108 117 CHF | 109 010 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 25,20 CHF | 25,40 CHF | 4 500 | 4 500 | 4 458 | 4 458 | 113 351 CHF | 114 244 CHF | 100,00% | 100,00% |