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 | 0,24% | 4,26 CHF | 4,27 CHF | 87 000 | 87 000 | 32 147 | 32 147 | 138 306 CHF | 138 628 CHF | 99,83% | 99,83% |
19/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 88 000 | 88 000 | 32 884 | 32 884 | 139 426 CHF | 139 756 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,29 CHF | 4,30 CHF | 87 000 | 87 000 | 32 871 | 32 871 | 138 685 CHF | 139 014 CHF | 99,86% | 99,86% |
15/11/2024 | 0,23% | 4,21 CHF | 4,22 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 137 746 CHF | 138 065 CHF | 99,47% | 99,47% |
14/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 84 000 | 84 000 | 30 423 | 30 423 | 140 542 CHF | 140 847 CHF | 99,93% | 99,93% |
13/11/2024 | 0,21% | 4,56 CHF | 4,57 CHF | 84 000 | 84 000 | 30 776 | 30 776 | 145 295 CHF | 145 603 CHF | 99,84% | 99,84% |
12/11/2024 | 0,20% | 4,74 CHF | 4,75 CHF | 83 000 | 83 000 | 29 064 | 29 064 | 142 093 CHF | 142 384 CHF | 99,25% | 99,25% |
11/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 79 000 | 79 000 | 29 068 | 29 068 | 154 354 CHF | 154 645 CHF | 99,88% | 99,88% |
08/11/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 76 000 | 76 000 | 28 292 | 28 292 | 156 024 CHF | 156 307 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,55 CHF | 5,56 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 158 205 CHF | 158 490 CHF | 99,76% | 99,76% |