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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,19% | 5,29 CHF | 5,30 CHF | 28 000 | 28 000 | 27 778 | 27 778 | 145 773 CHF | 146 051 CHF | 100,00% | 100,00% |
22/11/2024 | 0,20% | 5,17 CHF | 5,18 CHF | 28 000 | 28 000 | 28 275 | 28 275 | 144 619 CHF | 144 902 CHF | 99,98% | 99,98% |
20/11/2024 | 0,20% | 4,90 CHF | 4,91 CHF | 29 000 | 29 000 | 28 726 | 28 726 | 141 867 CHF | 142 154 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 29 000 | 29 000 | 28 722 | 28 722 | 140 089 CHF | 140 377 CHF | 98,71% | 98,71% |
18/11/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 30 000 | 30 000 | 29 716 | 29 716 | 139 564 CHF | 139 862 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 30 000 | 30 000 | 30 032 | 30 032 | 134 711 CHF | 135 012 CHF | 71,35% | 71,35% |
14/11/2024 | 0,23% | 4,45 CHF | 4,46 CHF | 30 000 | 30 000 | 30 483 | 30 483 | 131 669 CHF | 131 974 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 30 000 | 30 000 | 30 484 | 30 484 | 134 386 CHF | 134 691 CHF | 99,32% | 99,32% |
12/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 31 000 | 31 000 | 29 865 | 29 865 | 133 304 CHF | 133 602 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 30 000 | 30 000 | 29 719 | 29 719 | 138 280 CHF | 138 577 CHF | 100,00% | 100,00% |