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 | 0,43% | 23,25 CHF | 23,35 CHF | 4 300 | 4 300 | 4 249 | 4 249 | 99 297 CHF | 99 721 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 23,50 CHF | 23,60 CHF | 4 200 | 4 200 | 4 274 | 4 274 | 99 757 CHF | 100 184 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 23,75 CHF | 23,85 CHF | 4 200 | 4 200 | 4 191 | 4 191 | 99 606 CHF | 100 025 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 23,80 CHF | 23,90 CHF | 4 200 | 4 200 | 4 130 | 4 130 | 98 711 CHF | 99 124 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 23,70 CHF | 23,80 CHF | 4 200 | 4 200 | 4 207 | 4 207 | 99 077 CHF | 99 498 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 23,60 CHF | 23,70 CHF | 4 200 | 4 200 | 4 200 | 4 200 | 99 337 CHF | 99 757 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 23,80 CHF | 23,90 CHF | 4 200 | 4 200 | 4 133 | 4 133 | 99 106 CHF | 99 520 CHF | 100,00% | 100,00% |
11/11/2024 | 0,70% | 24,95 CHF | 25,05 CHF | 4 000 | 4 000 | 3 998 | 3 998 | 99 715 CHF | 100 413 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 24,75 CHF | 24,85 CHF | 4 000 | 4 000 | 3 999 | 3 999 | 99 467 CHF | 99 942 CHF | 100,00% | 100,00% |
07/11/2024 | 0,56% | 25,43 CHF | 25,57 CHF | 3 900 | 3 900 | 3 885 | 3 885 | 98 850 CHF | 99 405 CHF | 99,57% | 99,57% |