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% | 4,36 CHF | 4,37 CHF | 87 000 | 87 000 | 32 147 | 32 147 | 141 622 CHF | 141 944 CHF | 99,83% | 99,83% |
19/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 88 000 | 88 000 | 32 883 | 32 883 | 142 790 CHF | 143 119 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,39 CHF | 4,40 CHF | 87 000 | 87 000 | 32 865 | 32 865 | 142 069 CHF | 142 398 CHF | 99,85% | 99,85% |
15/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 141 026 CHF | 141 345 CHF | 99,47% | 99,47% |
14/11/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 84 000 | 84 000 | 30 431 | 30 431 | 143 720 CHF | 144 025 CHF | 99,95% | 99,95% |
13/11/2024 | 0,21% | 4,67 CHF | 4,68 CHF | 84 000 | 84 000 | 30 777 | 30 777 | 148 471 CHF | 148 779 CHF | 99,84% | 99,84% |
12/11/2024 | 0,20% | 4,85 CHF | 4,86 CHF | 83 000 | 83 000 | 29 062 | 29 062 | 145 076 CHF | 145 367 CHF | 99,25% | 99,25% |
11/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 79 000 | 79 000 | 29 071 | 29 071 | 157 334 CHF | 157 625 CHF | 99,89% | 99,89% |
08/11/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 76 000 | 76 000 | 28 288 | 28 288 | 158 891 CHF | 159 174 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 161 088 CHF | 161 374 CHF | 99,76% | 99,76% |