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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 10 290 | 10 290 | 10 279 | 10 279 | 43 839 CHF | 43 942 CHF | 100,00% | 100,00% |
20/11/2024 | 0,24% | 4,30 CHF | 4,31 CHF | 10 400 | 10 400 | 10 216 | 10 216 | 43 534 CHF | 43 636 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 10 440 | 10 440 | 10 316 | 10 316 | 44 476 CHF | 44 579 CHF | 98,75% | 98,75% |
18/11/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 10 180 | 10 180 | 10 139 | 10 139 | 42 885 CHF | 42 986 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 10 240 | 10 240 | 10 203 | 10 203 | 43 071 CHF | 43 173 CHF | 72,02% | 72,02% |
14/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 10 250 | 10 250 | 10 228 | 10 228 | 43 779 CHF | 43 882 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 10 450 | 10 450 | 10 360 | 10 360 | 45 126 CHF | 45 230 CHF | 99,46% | 99,46% |
12/11/2024 | 0,24% | 4,40 CHF | 4,41 CHF | 10 570 | 10 570 | 10 210 | 10 210 | 43 625 CHF | 43 728 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 10 010 | 10 010 | 9 860 | 9 860 | 40 279 CHF | 40 378 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,13 CHF | 4,14 CHF | 10 030 | 10 030 | 9 890 | 9 890 | 40 652 CHF | 40 751 CHF | 100,00% | 100,00% |