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 | 0,22% | 4,50 CHF | 4,51 CHF | 60 000 | 60 000 | 59 742 | 59 742 | 270 169 CHF | 270 767 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 60 000 | 60 000 | 59 574 | 59 574 | 265 876 CHF | 266 472 CHF | 99,45% | 99,45% |
18/11/2024 | 0,21% | 4,69 CHF | 4,70 CHF | 56 000 | 56 000 | 55 769 | 55 769 | 262 788 CHF | 263 346 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 4,77 CHF | 4,78 CHF | 56 000 | 56 000 | 55 769 | 55 769 | 267 990 CHF | 268 547 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,90 CHF | 4,91 CHF | 56 000 | 56 000 | 55 923 | 55 923 | 266 997 CHF | 267 556 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,59 CHF | 4,60 CHF | 60 000 | 60 000 | 56 620 | 56 620 | 264 730 CHF | 265 296 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,91 CHF | 4,92 CHF | 56 000 | 56 000 | 55 203 | 55 203 | 272 527 CHF | 273 080 CHF | 98,82% | 98,82% |
11/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 56 000 | 56 000 | 56 652 | 56 652 | 265 033 CHF | 265 599 CHF | 99,44% | 99,44% |
08/11/2024 | 0,22% | 4,42 CHF | 4,43 CHF | 60 000 | 60 000 | 59 753 | 59 753 | 265 563 CHF | 266 160 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 60 000 | 60 000 | 59 753 | 59 753 | 270 741 CHF | 271 339 CHF | 100,00% | 100,00% |