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% | 4,48 CHF | 4,49 CHF | 87 000 | 87 000 | 32 145 | 32 145 | 145 342 CHF | 145 665 CHF | 99,82% | 99,82% |
19/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 88 000 | 88 000 | 32 886 | 32 886 | 146 584 CHF | 146 913 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,51 CHF | 4,52 CHF | 87 000 | 87 000 | 32 895 | 32 895 | 145 955 CHF | 146 285 CHF | 99,90% | 99,90% |
15/11/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 144 722 CHF | 145 040 CHF | 99,47% | 99,47% |
14/11/2024 | 0,21% | 4,77 CHF | 4,78 CHF | 84 000 | 84 000 | 30 458 | 30 458 | 147 408 CHF | 147 713 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 4,78 CHF | 4,79 CHF | 84 000 | 84 000 | 30 731 | 30 731 | 151 825 CHF | 152 133 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 4,96 CHF | 4,97 CHF | 83 000 | 83 000 | 29 155 | 29 155 | 148 959 CHF | 149 251 CHF | 99,42% | 99,42% |
11/11/2024 | 0,18% | 5,41 CHF | 5,42 CHF | 79 000 | 79 000 | 29 071 | 29 071 | 160 784 CHF | 161 075 CHF | 99,89% | 99,89% |
08/11/2024 | 0,18% | 5,79 CHF | 5,80 CHF | 76 000 | 76 000 | 28 288 | 28 288 | 162 225 CHF | 162 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,77 CHF | 5,78 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 164 470 CHF | 164 756 CHF | 99,76% | 99,76% |