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% | 4,58 CHF | 4,59 CHF | 87 000 | 87 000 | 32 146 | 32 146 | 148 758 CHF | 149 080 CHF | 99,83% | 99,83% |
19/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 88 000 | 88 000 | 32 886 | 32 886 | 150 066 CHF | 150 396 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 87 000 | 87 000 | 32 896 | 32 896 | 149 488 CHF | 149 817 CHF | 99,91% | 99,91% |
15/11/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 148 111 CHF | 148 430 CHF | 99,47% | 99,47% |
14/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 84 000 | 84 000 | 30 457 | 30 457 | 150 648 CHF | 150 953 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 4,89 CHF | 4,90 CHF | 84 000 | 84 000 | 30 737 | 30 737 | 155 109 CHF | 155 417 CHF | 100,00% | 100,00% |
12/11/2024 | 0,19% | 5,07 CHF | 5,08 CHF | 83 000 | 83 000 | 29 149 | 29 149 | 151 984 CHF | 152 276 CHF | 99,44% | 99,44% |
11/11/2024 | 0,18% | 5,52 CHF | 5,53 CHF | 79 000 | 79 000 | 29 071 | 29 071 | 163 857 CHF | 164 148 CHF | 99,89% | 99,89% |
08/11/2024 | 0,17% | 5,89 CHF | 5,90 CHF | 76 000 | 76 000 | 28 288 | 28 288 | 165 177 CHF | 165 460 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,87 CHF | 5,88 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 167 424 CHF | 167 710 CHF | 99,76% | 99,76% |