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% | 4,20 CHF | 4,21 CHF | 30 000 | 30 000 | 29 945 | 29 945 | 126 908 CHF | 127 207 CHF | 96,53% | 96,53% |
19/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 30 000 | 30 000 | 29 986 | 29 986 | 125 200 CHF | 125 500 CHF | 92,74% | 92,74% |
18/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 119 770 CHF | 120 070 CHF | 99,40% | 99,40% |
15/11/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 30 000 | 30 000 | 29 985 | 29 985 | 113 138 CHF | 113 438 CHF | 97,11% | 97,11% |
14/11/2024 | 0,28% | 3,74 CHF | 3,75 CHF | 30 000 | 30 000 | 29 940 | 29 940 | 108 186 CHF | 108 485 CHF | 93,51% | 93,51% |
13/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 30 000 | 30 000 | 29 994 | 29 994 | 110 964 CHF | 111 264 CHF | 97,30% | 97,30% |
12/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 30 000 | 30 000 | 29 840 | 29 840 | 111 960 CHF | 112 259 CHF | 94,95% | 94,95% |
11/11/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 30 000 | 30 000 | 29 977 | 29 977 | 118 143 CHF | 118 443 CHF | 93,99% | 93,99% |
08/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 30 000 | 30 000 | 29 952 | 29 952 | 104 347 CHF | 104 646 CHF | 94,54% | 94,54% |
07/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 30 000 | 30 000 | 29 961 | 29 961 | 107 839 CHF | 108 139 CHF | 94,61% | 94,61% |