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 | 0,23% | 4,40 CHF | 4,41 CHF | 188 000 | 188 000 | 101 965 | 101 965 | 453 702 CHF | 454 725 CHF | 99,90% | 99,90% |
19/11/2024 | 0,23% | 4,49 CHF | 4,50 CHF | 185 000 | 185 000 | 102 504 | 102 504 | 455 520 CHF | 456 547 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 185 000 | 185 000 | 102 563 | 102 563 | 452 285 CHF | 453 313 CHF | 99,89% | 99,89% |
15/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 188 000 | 188 000 | 103 028 | 103 028 | 453 255 CHF | 454 287 CHF | 99,90% | 99,90% |
14/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 188 000 | 188 000 | 103 085 | 103 085 | 452 075 CHF | 453 108 CHF | 99,33% | 99,33% |
13/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 190 000 | 190 000 | 104 291 | 104 291 | 448 643 CHF | 449 688 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,35 CHF | 4,36 CHF | 190 000 | 190 000 | 104 302 | 104 302 | 449 540 CHF | 450 585 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,27 CHF | 4,28 CHF | 190 000 | 190 000 | 103 591 | 103 591 | 449 516 CHF | 450 554 CHF | 99,65% | 99,65% |
08/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 190 000 | 190 000 | 103 940 | 103 940 | 456 372 CHF | 457 413 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,34 CHF | 4,35 CHF | 190 000 | 190 000 | 105 260 | 105 260 | 450 837 CHF | 451 891 CHF | 100,00% | 100,00% |