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 | 0,25% | 4,05 CHF | 4,06 CHF | 87 000 | 87 000 | 32 143 | 32 143 | 131 651 CHF | 131 973 CHF | 99,82% | 99,82% |
19/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 132 646 CHF | 132 975 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 87 000 | 87 000 | 32 859 | 32 859 | 131 821 CHF | 132 151 CHF | 99,84% | 99,84% |
15/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 87 000 | 87 000 | 31 814 | 31 814 | 131 122 CHF | 131 441 CHF | 99,47% | 99,47% |
14/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 84 000 | 84 000 | 30 439 | 30 439 | 134 319 CHF | 134 624 CHF | 99,96% | 99,96% |
13/11/2024 | 0,22% | 4,36 CHF | 4,37 CHF | 84 000 | 84 000 | 30 776 | 30 776 | 138 952 CHF | 139 261 CHF | 99,84% | 99,84% |
12/11/2024 | 0,21% | 4,54 CHF | 4,55 CHF | 83 000 | 83 000 | 29 068 | 29 068 | 136 135 CHF | 136 426 CHF | 99,26% | 99,26% |
11/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 79 000 | 79 000 | 29 070 | 29 070 | 148 396 CHF | 148 687 CHF | 99,89% | 99,89% |
08/11/2024 | 0,19% | 5,37 CHF | 5,38 CHF | 76 000 | 76 000 | 28 291 | 28 291 | 150 283 CHF | 150 567 CHF | 100,00% | 100,00% |
07/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 76 000 | 76 000 | 28 435 | 28 435 | 152 410 CHF | 152 695 CHF | 99,76% | 99,76% |