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 | 0,82% | 4,69 CHF | 4,71 CHF | 23 750 | 23 750 | 15 942 | 15 942 | 74 511 CHF | 75 075 CHF | 99,99% | 99,99% |
19/11/2024 | 0,88% | 4,47 CHF | 4,49 CHF | 24 530 | 24 530 | 16 590 | 16 590 | 72 721 CHF | 73 308 CHF | 98,99% | 98,99% |
18/11/2024 | 0,92% | 4,38 CHF | 4,40 CHF | 24 870 | 24 870 | 17 008 | 17 008 | 71 465 CHF | 72 067 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 4,19 CHF | 4,21 CHF | 25 490 | 25 490 | 16 750 | 16 750 | 71 418 CHF | 72 029 CHF | 71,89% | 71,89% |
14/11/2024 | 0,89% | 4,35 CHF | 4,37 CHF | 24 990 | 24 990 | 16 729 | 16 729 | 72 384 CHF | 72 976 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 4,27 CHF | 4,29 CHF | 25 220 | 25 220 | 17 065 | 17 065 | 71 715 CHF | 72 319 CHF | 99,94% | 99,94% |
12/11/2024 | 0,95% | 4,09 CHF | 4,11 CHF | 25 930 | 25 930 | 17 422 | 17 422 | 70 586 CHF | 71 203 CHF | 100,00% | 100,00% |
11/11/2024 | 0,97% | 4,02 CHF | 4,04 CHF | 26 220 | 26 220 | 17 713 | 17 713 | 70 072 CHF | 70 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 3,88 CHF | 3,90 CHF | 26 880 | 26 880 | 17 941 | 17 941 | 70 090 CHF | 70 725 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 3,86 CHF | 3,88 CHF | 27 080 | 27 080 | 18 286 | 18 286 | 69 387 CHF | 70 034 CHF | 100,00% | 100,00% |