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 | 0,24% | 4,14 CHF | 4,15 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 218 020 CHF | 218 547 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 218 522 CHF | 219 058 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 217 184 CHF | 217 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 217 107 CHF | 217 649 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 215 944 CHF | 216 492 CHF | 99,33% | 99,33% |
13/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 216 864 CHF | 217 409 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 221 087 CHF | 221 640 CHF | 68,32% | 100,00% |
11/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 218 796 CHF | 219 323 CHF | 99,93% | 99,93% |
08/11/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 220 135 CHF | 220 652 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 223 090 CHF | 223 587 CHF | 98,53% | 98,53% |