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 | 0,23% | 4,37 CHF | 4,38 CHF | 87 000 | 87 000 | 32 148 | 32 148 | 141 902 CHF | 142 224 CHF | 99,83% | 99,83% |
19/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 88 000 | 88 000 | 32 884 | 32 884 | 143 067 CHF | 143 396 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,40 CHF | 4,41 CHF | 87 000 | 87 000 | 32 899 | 32 899 | 142 454 CHF | 142 783 CHF | 99,91% | 99,91% |
15/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 141 295 CHF | 141 614 CHF | 99,47% | 99,47% |
14/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 84 000 | 84 000 | 30 458 | 30 458 | 144 139 CHF | 144 444 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,68 CHF | 4,69 CHF | 84 000 | 84 000 | 30 731 | 30 731 | 148 528 CHF | 148 836 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,86 CHF | 4,87 CHF | 83 000 | 83 000 | 29 155 | 29 155 | 145 843 CHF | 146 135 CHF | 99,42% | 99,42% |
11/11/2024 | 0,18% | 5,31 CHF | 5,32 CHF | 79 000 | 79 000 | 29 075 | 29 075 | 157 711 CHF | 158 003 CHF | 99,90% | 99,90% |
08/11/2024 | 0,18% | 5,68 CHF | 5,69 CHF | 76 000 | 76 000 | 28 292 | 28 292 | 159 273 CHF | 159 556 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,66 CHF | 5,67 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 161 463 CHF | 161 749 CHF | 99,76% | 99,76% |