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 | 0,42% | 4,93 CHF | 4,95 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 96 201 CHF | 96 598 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 4,92 CHF | 4,94 CHF | 20 000 | 20 000 | 19 810 | 19 810 | 96 485 CHF | 96 881 CHF | 98,94% | 98,94% |
18/11/2024 | 0,41% | 4,80 CHF | 4,82 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 96 489 CHF | 96 885 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 4,85 CHF | 4,87 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 96 073 CHF | 96 473 CHF | 72,11% | 72,11% |
14/11/2024 | 0,42% | 4,76 CHF | 4,78 CHF | 20 000 | 20 000 | 19 435 | 19 435 | 92 732 CHF | 93 121 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 5,00 CHF | 5,02 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 98 422 CHF | 98 819 CHF | 99,38% | 99,38% |
12/11/2024 | 0,41% | 4,98 CHF | 5,00 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 97 338 CHF | 97 735 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 4,82 CHF | 4,84 CHF | 20 000 | 20 000 | 19 813 | 19 813 | 94 954 CHF | 95 351 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 4,81 CHF | 4,83 CHF | 20 000 | 20 000 | 19 573 | 19 573 | 93 227 CHF | 93 619 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 4,69 CHF | 4,71 CHF | 19 000 | 19 000 | 18 933 | 18 933 | 87 894 CHF | 88 273 CHF | 100,00% | 100,00% |