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% | 4,57 CHF | 4,58 CHF | 87 000 | 87 000 | 32 144 | 32 144 | 148 271 CHF | 148 593 CHF | 99,82% | 99,82% |
19/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 88 000 | 88 000 | 32 884 | 32 884 | 149 579 CHF | 149 908 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 87 000 | 87 000 | 32 866 | 32 866 | 148 858 CHF | 149 188 CHF | 99,85% | 99,85% |
15/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 87 000 | 87 000 | 31 815 | 31 815 | 147 632 CHF | 147 951 CHF | 99,47% | 99,47% |
14/11/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 84 000 | 84 000 | 30 426 | 30 426 | 150 019 CHF | 150 324 CHF | 99,94% | 99,94% |
13/11/2024 | 0,20% | 4,87 CHF | 4,88 CHF | 84 000 | 84 000 | 30 776 | 30 776 | 154 809 CHF | 155 117 CHF | 99,84% | 99,84% |
12/11/2024 | 0,19% | 5,05 CHF | 5,06 CHF | 83 000 | 83 000 | 29 063 | 29 063 | 151 055 CHF | 151 347 CHF | 99,25% | 99,25% |
11/11/2024 | 0,18% | 5,50 CHF | 5,51 CHF | 79 000 | 79 000 | 29 073 | 29 073 | 163 302 CHF | 163 593 CHF | 99,89% | 99,89% |
08/11/2024 | 0,18% | 5,88 CHF | 5,89 CHF | 76 000 | 76 000 | 28 288 | 28 288 | 164 635 CHF | 164 918 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,85 CHF | 5,86 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 166 866 CHF | 167 152 CHF | 99,76% | 99,76% |