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 | 0,23% | 4,35 CHF | 4,36 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 240 350 CHF | 240 895 CHF | 99,44% | 99,44% |
19/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 240 693 CHF | 241 236 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 241 068 CHF | 241 598 CHF | 99,88% | 99,88% |
15/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 240 911 CHF | 241 442 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 241 607 CHF | 242 147 CHF | 98,57% | 98,57% |
13/11/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 241 573 CHF | 242 114 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 241 403 CHF | 241 938 CHF | 99,88% | 99,88% |
11/11/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 242 709 CHF | 243 239 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 242 366 CHF | 242 905 CHF | 99,05% | 99,05% |
07/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 241 410 CHF | 241 939 CHF | 100,00% | 100,00% |