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 | 0,21% | 4,87 CHF | 4,88 CHF | 188 000 | 188 000 | 101 965 | 101 965 | 501 245 CHF | 502 268 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 4,96 CHF | 4,97 CHF | 185 000 | 185 000 | 102 503 | 102 503 | 503 143 CHF | 504 170 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 4,95 CHF | 4,96 CHF | 185 000 | 185 000 | 102 565 | 102 565 | 500 165 CHF | 501 193 CHF | 99,89% | 99,89% |
15/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 188 000 | 188 000 | 103 025 | 103 025 | 501 417 CHF | 502 449 CHF | 99,90% | 99,90% |
14/11/2024 | 0,21% | 4,90 CHF | 4,91 CHF | 188 000 | 188 000 | 103 127 | 103 127 | 500 468 CHF | 501 501 CHF | 99,24% | 99,24% |
13/11/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 190 000 | 190 000 | 104 290 | 104 290 | 497 082 CHF | 498 127 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 190 000 | 190 000 | 104 348 | 104 348 | 498 155 CHF | 499 201 CHF | 99,83% | 99,83% |
11/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 190 000 | 190 000 | 103 591 | 103 591 | 497 436 CHF | 498 474 CHF | 99,65% | 99,65% |
08/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 190 000 | 190 000 | 103 118 | 103 118 | 500 038 CHF | 501 070 CHF | 97,66% | 97,66% |
07/11/2024 | 0,22% | 4,79 CHF | 4,80 CHF | 190 000 | 190 000 | 105 261 | 105 261 | 499 138 CHF | 500 193 CHF | 100,00% | 100,00% |