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 | 0,22% | 4,59 CHF | 4,60 CHF | 30 000 | 30 000 | 29 483 | 29 483 | 136 672 CHF | 136 967 CHF | 96,97% | 96,97% |
19/11/2024 | 0,23% | 4,53 CHF | 4,54 CHF | 30 000 | 30 000 | 29 086 | 29 086 | 133 014 CHF | 133 306 CHF | 94,05% | 94,05% |
18/11/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 30 000 | 30 000 | 29 841 | 29 841 | 130 957 CHF | 131 256 CHF | 99,00% | 99,00% |
15/11/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 30 000 | 30 000 | 29 529 | 29 529 | 123 147 CHF | 123 443 CHF | 96,13% | 96,13% |
14/11/2024 | 0,26% | 4,14 CHF | 4,15 CHF | 30 000 | 30 000 | 29 350 | 29 350 | 117 699 CHF | 117 994 CHF | 92,34% | 92,34% |
13/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 30 000 | 30 000 | 29 327 | 29 327 | 120 186 CHF | 120 480 CHF | 98,51% | 98,51% |
12/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 30 000 | 30 000 | 29 449 | 29 449 | 122 172 CHF | 122 467 CHF | 95,16% | 95,16% |
11/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 30 000 | 30 000 | 29 238 | 29 238 | 126 828 CHF | 127 121 CHF | 95,01% | 95,01% |
08/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 30 000 | 30 000 | 29 535 | 29 535 | 114 649 CHF | 114 946 CHF | 93,58% | 93,58% |
07/11/2024 | 0,26% | 4,00 CHF | 4,01 CHF | 30 000 | 30 000 | 28 696 | 28 696 | 114 766 CHF | 115 054 CHF | 93,36% | 93,36% |