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 | 99 441 CHF | 99 866 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 23,55 CHF | 23,65 CHF | 4 200 | 4 200 | 4 274 | 4 274 | 99 913 CHF | 100 340 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 23,80 CHF | 23,90 CHF | 4 200 | 4 200 | 4 191 | 4 191 | 99 859 CHF | 100 278 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 23,85 CHF | 23,95 CHF | 4 200 | 4 200 | 4 130 | 4 130 | 98 967 CHF | 99 380 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 23,75 CHF | 23,85 CHF | 4 200 | 4 200 | 4 207 | 4 207 | 99 271 CHF | 99 691 CHF | 100,00% | 100,00% |
13/11/2024 | 0,16% | 23,68 CHF | 23,72 CHF | 4 200 | 4 200 | 4 200 | 4 200 | 99 600 CHF | 99 763 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 23,85 CHF | 23,95 CHF | 4 200 | 4 200 | 4 133 | 4 133 | 99 247 CHF | 99 660 CHF | 100,00% | 100,00% |
11/11/2024 | 0,77% | 24,90 CHF | 25,10 CHF | 4 000 | 4 000 | 3 998 | 3 998 | 99 948 CHF | 100 723 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 24,80 CHF | 24,90 CHF | 4 000 | 4 000 | 3 999 | 3 999 | 99 606 CHF | 100 225 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 25,53 CHF | 25,67 CHF | 3 900 | 3 900 | 3 885 | 3 885 | 99 284 CHF | 99 824 CHF | 99,57% | 99,57% |