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 | 188 000 | 188 000 | 101 966 | 101 966 | 477 485 CHF | 478 508 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 185 000 | 185 000 | 102 504 | 102 504 | 479 291 CHF | 480 318 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 185 000 | 185 000 | 102 565 | 102 565 | 476 183 CHF | 477 211 CHF | 99,89% | 99,89% |
15/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 188 000 | 188 000 | 103 028 | 103 028 | 477 290 CHF | 478 323 CHF | 99,90% | 99,90% |
14/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 188 000 | 188 000 | 103 126 | 103 126 | 476 294 CHF | 477 327 CHF | 99,22% | 99,22% |
13/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 190 000 | 190 000 | 104 291 | 104 291 | 472 828 CHF | 473 873 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,58 CHF | 4,59 CHF | 190 000 | 190 000 | 104 475 | 104 475 | 474 493 CHF | 475 539 CHF | 99,40% | 99,40% |
11/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 190 000 | 190 000 | 103 591 | 103 591 | 473 397 CHF | 474 434 CHF | 99,66% | 99,66% |
08/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 190 000 | 190 000 | 103 201 | 103 201 | 476 749 CHF | 477 782 CHF | 97,59% | 97,59% |
07/11/2024 | 0,23% | 4,56 CHF | 4,57 CHF | 190 000 | 190 000 | 105 262 | 105 262 | 474 953 CHF | 476 007 CHF | 100,00% | 100,00% |