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 | 0,25% | 4,05 CHF | 4,06 CHF | 57 000 | 57 000 | 56 886 | 56 886 | 229 501 CHF | 230 070 CHF | 99,64% | 99,64% |
20/11/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 232 149 CHF | 232 695 CHF | 99,43% | 99,43% |
19/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 54 000 | 54 000 | 54 322 | 54 322 | 232 482 CHF | 233 026 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,41 CHF | 4,42 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 233 072 CHF | 233 602 CHF | 99,88% | 99,88% |
15/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 232 899 CHF | 233 430 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 233 464 CHF | 234 003 CHF | 98,58% | 98,58% |
13/11/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 233 406 CHF | 233 947 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 233 285 CHF | 233 820 CHF | 99,88% | 99,88% |
11/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 234 714 CHF | 235 244 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 234 221 CHF | 234 761 CHF | 99,05% | 99,05% |