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% | 4,08 CHF | 4,09 CHF | 15 540 | 15 540 | 15 325 | 15 325 | 59 847 CHF | 60 000 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,98 CHF | 3,99 CHF | 15 520 | 15 520 | 15 339 | 15 339 | 60 640 CHF | 60 794 CHF | 98,71% | 98,71% |
18/11/2024 | 0,28% | 3,73 CHF | 3,74 CHF | 15 400 | 15 400 | 15 205 | 15 205 | 55 566 CHF | 55 718 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 15 270 | 15 270 | 15 227 | 15 227 | 51 809 CHF | 51 962 CHF | 71,49% | 71,49% |
14/11/2024 | 0,34% | 2,82 CHF | 2,83 CHF | 14 890 | 14 890 | 14 793 | 14 793 | 43 454 CHF | 43 602 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,76 CHF | 2,77 CHF | 14 790 | 14 790 | 14 646 | 14 646 | 39 141 CHF | 39 288 CHF | 98,57% | 98,57% |
12/11/2024 | 0,37% | 2,80 CHF | 2,81 CHF | 14 840 | 14 840 | 14 664 | 14 664 | 39 915 CHF | 40 061 CHF | 99,68% | 99,68% |
11/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 14 660 | 14 660 | 14 529 | 14 529 | 35 541 CHF | 35 687 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,77 CHF | 2,78 CHF | 14 850 | 14 850 | 14 674 | 14 674 | 39 151 CHF | 39 298 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 14 700 | 14 700 | 14 611 | 14 611 | 35 820 CHF | 35 966 CHF | 100,00% | 100,00% |