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% | 4,71 CHF | 4,72 CHF | 188 000 | 188 000 | 101 966 | 101 966 | 485 305 CHF | 486 328 CHF | 99,90% | 99,90% |
19/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 185 000 | 185 000 | 102 504 | 102 504 | 487 142 CHF | 488 169 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,79 CHF | 4,80 CHF | 185 000 | 185 000 | 102 565 | 102 565 | 484 083 CHF | 485 111 CHF | 99,90% | 99,90% |
15/11/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 188 000 | 188 000 | 103 028 | 103 028 | 485 220 CHF | 486 253 CHF | 99,90% | 99,90% |
14/11/2024 | 0,22% | 4,74 CHF | 4,75 CHF | 188 000 | 188 000 | 103 073 | 103 073 | 484 001 CHF | 485 034 CHF | 99,39% | 99,39% |
13/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 190 000 | 190 000 | 104 288 | 104 288 | 480 747 CHF | 481 792 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 190 000 | 190 000 | 104 298 | 104 298 | 481 649 CHF | 482 694 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 190 000 | 190 000 | 103 594 | 103 594 | 481 314 CHF | 482 352 CHF | 99,65% | 99,65% |
08/11/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 190 000 | 190 000 | 103 939 | 103 939 | 488 032 CHF | 489 073 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 190 000 | 190 000 | 105 261 | 105 261 | 482 927 CHF | 483 981 CHF | 100,00% | 100,00% |