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% | 4,47 CHF | 4,48 CHF | 87 000 | 87 000 | 32 143 | 32 143 | 144 952 CHF | 145 274 CHF | 99,82% | 99,82% |
19/11/2024 | 0,23% | 4,41 CHF | 4,42 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 146 186 CHF | 146 515 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 87 000 | 87 000 | 32 863 | 32 863 | 145 429 CHF | 145 758 CHF | 99,85% | 99,85% |
15/11/2024 | 0,22% | 4,42 CHF | 4,43 CHF | 87 000 | 87 000 | 31 814 | 31 814 | 144 327 CHF | 144 646 CHF | 99,47% | 99,47% |
14/11/2024 | 0,21% | 4,75 CHF | 4,76 CHF | 84 000 | 84 000 | 30 422 | 30 422 | 146 832 CHF | 147 136 CHF | 99,93% | 99,93% |
13/11/2024 | 0,20% | 4,77 CHF | 4,78 CHF | 84 000 | 84 000 | 30 782 | 30 782 | 151 655 CHF | 151 963 CHF | 99,84% | 99,84% |
12/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 83 000 | 83 000 | 29 063 | 29 063 | 148 055 CHF | 148 346 CHF | 99,25% | 99,25% |
11/11/2024 | 0,18% | 5,40 CHF | 5,41 CHF | 79 000 | 79 000 | 29 070 | 29 070 | 160 316 CHF | 160 607 CHF | 99,89% | 99,89% |
08/11/2024 | 0,18% | 5,77 CHF | 5,78 CHF | 76 000 | 76 000 | 28 288 | 28 288 | 161 750 CHF | 162 034 CHF | 100,00% | 100,00% |
07/11/2024 | 0,18% | 5,75 CHF | 5,76 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 163 993 CHF | 164 279 CHF | 99,76% | 99,76% |