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 | 0,48% | 4,23 CHF | 4,25 CHF | 20 000 | 20 000 | 19 812 | 19 812 | 82 385 CHF | 82 782 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 4,22 CHF | 4,24 CHF | 20 000 | 20 000 | 19 810 | 19 810 | 82 687 CHF | 83 084 CHF | 98,94% | 98,94% |
18/11/2024 | 0,48% | 4,10 CHF | 4,12 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 82 666 CHF | 83 063 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 4,16 CHF | 4,18 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 82 123 CHF | 82 523 CHF | 71,88% | 71,88% |
14/11/2024 | 0,50% | 4,06 CHF | 4,08 CHF | 20 000 | 20 000 | 19 448 | 19 448 | 79 250 CHF | 79 639 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 4,30 CHF | 4,32 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 84 594 CHF | 84 990 CHF | 99,37% | 99,37% |
12/11/2024 | 0,48% | 4,29 CHF | 4,31 CHF | 20 000 | 20 000 | 19 811 | 19 811 | 83 504 CHF | 83 901 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 4,12 CHF | 4,14 CHF | 20 000 | 20 000 | 19 805 | 19 805 | 81 097 CHF | 81 494 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 4,12 CHF | 4,14 CHF | 20 000 | 20 000 | 19 575 | 19 575 | 79 577 CHF | 79 969 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 3,99 CHF | 4,01 CHF | 19 000 | 19 000 | 18 936 | 18 936 | 74 691 CHF | 75 071 CHF | 100,00% | 100,00% |