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 | 0,26% | 3,91 CHF | 3,92 CHF | 87 000 | 87 000 | 32 144 | 32 144 | 127 249 CHF | 127 571 CHF | 99,82% | 99,82% |
19/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 88 000 | 88 000 | 32 886 | 32 886 | 128 127 CHF | 128 457 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,95 CHF | 3,96 CHF | 87 000 | 87 000 | 32 893 | 32 893 | 127 410 CHF | 127 739 CHF | 99,90% | 99,90% |
15/11/2024 | 0,25% | 3,87 CHF | 3,88 CHF | 87 000 | 87 000 | 31 815 | 31 815 | 126 740 CHF | 127 059 CHF | 99,47% | 99,47% |
14/11/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 84 000 | 84 000 | 30 460 | 30 460 | 130 237 CHF | 130 542 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,22 CHF | 4,23 CHF | 84 000 | 84 000 | 30 735 | 30 735 | 134 610 CHF | 134 918 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,40 CHF | 4,41 CHF | 83 000 | 83 000 | 29 155 | 29 155 | 132 608 CHF | 132 900 CHF | 99,42% | 99,42% |
11/11/2024 | 0,20% | 4,85 CHF | 4,86 CHF | 79 000 | 79 000 | 29 070 | 29 070 | 144 538 CHF | 144 829 CHF | 99,89% | 99,89% |
08/11/2024 | 0,20% | 5,24 CHF | 5,25 CHF | 76 000 | 76 000 | 28 287 | 28 287 | 146 558 CHF | 146 841 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,22 CHF | 5,23 CHF | 76 000 | 76 000 | 28 435 | 28 435 | 148 692 CHF | 148 977 CHF | 99,76% | 99,76% |