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 | 0,25% | 4,00 CHF | 4,01 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 221 047 CHF | 221 593 CHF | 99,48% | 99,48% |
19/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 221 427 CHF | 221 970 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 222 205 CHF | 222 735 CHF | 99,89% | 99,89% |
15/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 221 993 CHF | 222 524 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 54 000 | 54 000 | 53 973 | 53 973 | 222 413 CHF | 222 952 CHF | 98,66% | 98,66% |
13/11/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 222 342 CHF | 222 883 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 222 356 CHF | 222 891 CHF | 99,88% | 99,88% |
11/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 223 891 CHF | 224 421 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 223 175 CHF | 223 715 CHF | 99,04% | 99,04% |
07/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 54 000 | 54 000 | 52 873 | 52 873 | 222 506 CHF | 223 034 CHF | 100,00% | 100,00% |