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% | 4,15 CHF | 4,16 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 218 738 CHF | 219 265 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 219 314 CHF | 219 849 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 217 883 CHF | 218 419 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 217 863 CHF | 218 404 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 216 633 CHF | 217 181 CHF | 99,34% | 99,34% |
13/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 217 624 CHF | 218 168 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 221 829 CHF | 222 382 CHF | 68,32% | 100,00% |
11/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 219 527 CHF | 220 054 CHF | 99,93% | 99,93% |
08/11/2024 | 0,23% | 4,22 CHF | 4,23 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 220 897 CHF | 221 414 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 223 965 CHF | 224 462 CHF | 98,53% | 98,53% |