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 | 0,25% | 4,03 CHF | 4,04 CHF | 87 000 | 87 000 | 32 146 | 32 146 | 131 128 CHF | 131 450 CHF | 99,82% | 99,82% |
19/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 132 068 CHF | 132 398 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 4,07 CHF | 4,08 CHF | 87 000 | 87 000 | 32 895 | 32 895 | 131 408 CHF | 131 738 CHF | 99,91% | 99,91% |
15/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 130 618 CHF | 130 937 CHF | 99,47% | 99,47% |
14/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 84 000 | 84 000 | 30 457 | 30 457 | 133 902 CHF | 134 207 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,34 CHF | 4,35 CHF | 84 000 | 84 000 | 30 731 | 30 731 | 138 282 CHF | 138 590 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,52 CHF | 4,53 CHF | 83 000 | 83 000 | 29 153 | 29 153 | 136 120 CHF | 136 412 CHF | 99,42% | 99,42% |
11/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 79 000 | 79 000 | 29 073 | 29 073 | 148 035 CHF | 148 327 CHF | 99,89% | 99,89% |
08/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 76 000 | 76 000 | 28 292 | 28 292 | 149 935 CHF | 150 218 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,34 CHF | 5,35 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 152 071 CHF | 152 356 CHF | 99,76% | 99,76% |