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% | 4,26 CHF | 4,27 CHF | 87 000 | 87 000 | 32 143 | 32 143 | 138 304 CHF | 138 626 CHF | 99,82% | 99,82% |
19/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 88 000 | 88 000 | 32 884 | 32 884 | 139 441 CHF | 139 770 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,29 CHF | 4,30 CHF | 87 000 | 87 000 | 32 891 | 32 891 | 138 775 CHF | 139 105 CHF | 99,90% | 99,90% |
15/11/2024 | 0,23% | 4,21 CHF | 4,22 CHF | 87 000 | 87 000 | 31 814 | 31 814 | 137 756 CHF | 138 075 CHF | 99,47% | 99,47% |
14/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 84 000 | 84 000 | 30 457 | 30 457 | 140 752 CHF | 141 057 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,56 CHF | 4,57 CHF | 84 000 | 84 000 | 30 731 | 30 731 | 145 134 CHF | 145 442 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,75 CHF | 4,76 CHF | 83 000 | 83 000 | 29 153 | 29 153 | 142 597 CHF | 142 889 CHF | 99,42% | 99,42% |
11/11/2024 | 0,19% | 5,20 CHF | 5,21 CHF | 79 000 | 79 000 | 29 072 | 29 072 | 154 495 CHF | 154 786 CHF | 99,89% | 99,89% |
08/11/2024 | 0,18% | 5,58 CHF | 5,59 CHF | 76 000 | 76 000 | 28 287 | 28 287 | 156 164 CHF | 156 447 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,56 CHF | 5,57 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 158 354 CHF | 158 640 CHF | 99,76% | 99,76% |