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% | 4,64 CHF | 4,65 CHF | 135 000 | 135 000 | 74 343 | 74 343 | 350 247 CHF | 350 992 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 135 000 | 135 000 | 74 053 | 74 053 | 344 112 CHF | 344 854 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 135 000 | 135 000 | 74 278 | 74 278 | 349 828 CHF | 350 572 CHF | 99,55% | 99,55% |
15/11/2024 | 0,21% | 4,72 CHF | 4,73 CHF | 135 000 | 135 000 | 74 073 | 74 073 | 356 744 CHF | 357 487 CHF | 99,72% | 99,72% |
14/11/2024 | 0,21% | 4,88 CHF | 4,89 CHF | 130 000 | 130 000 | 71 744 | 71 744 | 350 587 CHF | 351 306 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,78 CHF | 4,79 CHF | 135 000 | 135 000 | 74 232 | 74 232 | 354 888 CHF | 355 632 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,76 CHF | 4,77 CHF | 135 000 | 135 000 | 74 226 | 74 226 | 350 723 CHF | 351 467 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 135 000 | 135 000 | 74 245 | 74 245 | 355 099 CHF | 355 843 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,78 CHF | 4,79 CHF | 135 000 | 135 000 | 74 411 | 74 411 | 356 686 CHF | 357 432 CHF | 99,18% | 99,18% |
07/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 135 000 | 135 000 | 74 219 | 74 219 | 352 474 CHF | 353 217 CHF | 100,00% | 100,00% |