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 | 0,22% | 4,69 CHF | 4,70 CHF | 31 200 | 31 200 | 30 896 | 30 896 | 144 035 CHF | 144 345 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,68 CHF | 4,69 CHF | 31 250 | 31 250 | 30 813 | 30 813 | 143 319 CHF | 143 628 CHF | 98,95% | 98,95% |
18/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 30 560 | 30 560 | 30 334 | 30 334 | 136 655 CHF | 136 958 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 30 870 | 30 870 | 30 703 | 30 703 | 138 494 CHF | 138 801 CHF | 72,14% | 72,14% |
14/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 30 480 | 30 480 | 30 295 | 30 295 | 136 078 CHF | 136 381 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 30 830 | 30 830 | 30 573 | 30 573 | 139 540 CHF | 139 847 CHF | 98,53% | 98,53% |
12/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 30 780 | 30 780 | 30 371 | 30 371 | 137 236 CHF | 137 540 CHF | 99,67% | 99,67% |
11/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 30 330 | 30 330 | 29 937 | 29 937 | 131 619 CHF | 131 919 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 30 370 | 30 370 | 30 040 | 30 040 | 132 498 CHF | 132 799 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 30 290 | 30 290 | 29 932 | 29 932 | 130 263 CHF | 130 562 CHF | 100,00% | 100,00% |