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 | 0,63% | 4,87 CHF | 4,90 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 128 709 CHF | 129 519 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 4,81 CHF | 4,84 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 131 548 CHF | 132 358 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 4,84 CHF | 4,87 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 131 378 CHF | 132 188 CHF | 100,00% | 100,00% |
15/11/2024 | 0,63% | 4,84 CHF | 4,87 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 128 536 CHF | 129 346 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 4,59 CHF | 4,62 CHF | 27 000 | 27 000 | 26 988 | 26 988 | 127 147 CHF | 127 956 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 4,90 CHF | 4,93 CHF | 27 000 | 27 000 | 27 105 | 27 105 | 133 496 CHF | 134 309 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 4,85 CHF | 4,88 CHF | 27 000 | 27 000 | 27 000 | 27 000 | 128 405 CHF | 129 215 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 4,51 CHF | 4,54 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 116 354 CHF | 117 134 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 4,61 CHF | 4,64 CHF | 27 000 | 27 000 | 26 363 | 26 363 | 120 158 CHF | 120 949 CHF | 100,00% | 100,00% |
07/11/2024 | 0,69% | 4,39 CHF | 4,42 CHF | 26 000 | 26 000 | 26 000 | 26 000 | 112 111 CHF | 112 891 CHF | 100,00% | 100,00% |