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% | 4,06 CHF | 4,07 CHF | 33 400 | 33 400 | 33 223 | 33 223 | 132 446 CHF | 132 778 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 32 600 | 32 600 | 32 562 | 32 562 | 132 341 CHF | 132 667 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 30 700 | 30 700 | 30 468 | 30 468 | 122 036 CHF | 122 341 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 30 500 | 30 500 | 30 035 | 30 035 | 124 913 CHF | 125 213 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,21 CHF | 4,22 CHF | 26 700 | 26 700 | 26 878 | 26 878 | 120 465 CHF | 120 734 CHF | 99,35% | 99,35% |
13/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 30 000 | 30 000 | 29 743 | 29 743 | 138 774 CHF | 139 072 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,41 CHF | 4,42 CHF | 30 600 | 30 600 | 30 253 | 30 253 | 126 569 CHF | 126 872 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 29 700 | 29 700 | 29 818 | 29 818 | 127 643 CHF | 127 941 CHF | 99,93% | 99,93% |
08/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 35 100 | 35 100 | 34 881 | 34 881 | 153 380 CHF | 153 728 CHF | 99,40% | 99,40% |
07/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 29 000 | 29 000 | 28 945 | 28 945 | 113 030 CHF | 113 319 CHF | 100,00% | 100,00% |