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 | 0,21% | 4,87 CHF | 4,88 CHF | 26 100 | 26 100 | 25 993 | 25 993 | 123 961 CHF | 124 221 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 27 400 | 27 400 | 27 297 | 27 297 | 136 538 CHF | 136 811 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 4,80 CHF | 4,81 CHF | 27 300 | 27 300 | 27 187 | 27 187 | 133 377 CHF | 133 649 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,76 CHF | 4,77 CHF | 29 300 | 29 300 | 28 793 | 28 793 | 132 289 CHF | 132 577 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 27 300 | 27 300 | 27 764 | 27 764 | 126 393 CHF | 126 670 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 28 900 | 28 900 | 28 383 | 28 383 | 130 496 CHF | 130 780 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 32 700 | 32 700 | 31 347 | 31 347 | 139 464 CHF | 139 778 CHF | 99,85% | 99,85% |
11/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 28 400 | 28 400 | 28 269 | 28 269 | 114 996 CHF | 115 278 CHF | 99,68% | 99,68% |
08/11/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 31 000 | 31 000 | 30 875 | 30 875 | 137 780 CHF | 138 088 CHF | 99,17% | 99,17% |
07/11/2024 | 0,23% | 4,26 CHF | 4,27 CHF | 24 200 | 24 200 | 24 120 | 24 120 | 106 424 CHF | 106 665 CHF | 99,39% | 99,39% |