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 | 0,21% | 4,97 CHF | 4,98 CHF | 40 200 | 40 200 | 40 200 | 40 200 | 194 391 CHF | 194 793 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,89 CHF | 4,90 CHF | 42 600 | 42 600 | 42 600 | 42 600 | 207 623 CHF | 208 049 CHF | 99,84% | 99,84% |
18/11/2024 | 0,21% | 4,70 CHF | 4,71 CHF | 44 500 | 44 500 | 44 090 | 44 090 | 204 931 CHF | 205 372 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 47 900 | 47 900 | 47 999 | 47 999 | 214 515 CHF | 214 995 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 49 300 | 49 300 | 49 300 | 49 300 | 205 591 CHF | 206 084 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 48 800 | 48 800 | 47 858 | 47 858 | 191 731 CHF | 192 210 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 51 500 | 51 500 | 50 708 | 50 708 | 204 783 CHF | 205 290 CHF | 99,86% | 99,86% |
11/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 47 500 | 47 500 | 47 500 | 47 500 | 183 810 CHF | 184 285 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 51 700 | 51 700 | 50 678 | 50 678 | 202 797 CHF | 203 304 CHF | 98,89% | 98,89% |
07/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 48 500 | 48 500 | 48 500 | 48 500 | 187 903 CHF | 188 388 CHF | 100,00% | 100,00% |