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% | 4,58 CHF | 4,59 CHF | 135 000 | 135 000 | 74 339 | 74 339 | 345 580 CHF | 346 325 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 135 000 | 135 000 | 74 052 | 74 052 | 339 485 CHF | 340 227 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 135 000 | 135 000 | 74 260 | 74 260 | 345 101 CHF | 345 845 CHF | 99,52% | 99,52% |
15/11/2024 | 0,21% | 4,66 CHF | 4,67 CHF | 135 000 | 135 000 | 74 334 | 74 334 | 353 404 CHF | 354 149 CHF | 99,33% | 99,33% |
14/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 130 000 | 130 000 | 71 745 | 71 745 | 346 144 CHF | 346 863 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 135 000 | 135 000 | 74 232 | 74 232 | 350 290 CHF | 351 034 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,70 CHF | 4,71 CHF | 135 000 | 135 000 | 74 226 | 74 226 | 346 158 CHF | 346 902 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 135 000 | 135 000 | 74 244 | 74 244 | 350 533 CHF | 351 277 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 135 000 | 135 000 | 74 397 | 74 397 | 352 104 CHF | 352 850 CHF | 99,20% | 99,20% |
07/11/2024 | 0,22% | 4,74 CHF | 4,75 CHF | 135 000 | 135 000 | 74 218 | 74 218 | 347 951 CHF | 348 695 CHF | 100,00% | 100,00% |