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 | 0,24% | 4,15 CHF | 4,16 CHF | 87 000 | 87 000 | 32 146 | 32 146 | 134 666 CHF | 134 988 CHF | 99,83% | 99,83% |
19/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 135 682 CHF | 136 012 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,18 CHF | 4,19 CHF | 87 000 | 87 000 | 32 864 | 32 864 | 134 894 CHF | 135 223 CHF | 99,85% | 99,85% |
15/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 134 104 CHF | 134 423 CHF | 99,47% | 99,47% |
14/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 84 000 | 84 000 | 30 418 | 30 418 | 137 037 CHF | 137 341 CHF | 99,92% | 99,92% |
13/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 84 000 | 84 000 | 30 776 | 30 776 | 141 822 CHF | 142 130 CHF | 99,84% | 99,84% |
12/11/2024 | 0,21% | 4,63 CHF | 4,64 CHF | 83 000 | 83 000 | 29 069 | 29 069 | 138 833 CHF | 139 124 CHF | 99,26% | 99,26% |
11/11/2024 | 0,19% | 5,08 CHF | 5,09 CHF | 79 000 | 79 000 | 29 074 | 29 074 | 151 084 CHF | 151 375 CHF | 99,89% | 99,89% |
08/11/2024 | 0,19% | 5,46 CHF | 5,47 CHF | 76 000 | 76 000 | 28 292 | 28 292 | 152 864 CHF | 153 147 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 154 994 CHF | 155 279 CHF | 99,76% | 99,76% |