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 | 0,24% | 4,17 CHF | 4,18 CHF | 188 000 | 188 000 | 101 962 | 101 962 | 430 076 CHF | 431 099 CHF | 99,89% | 99,89% |
19/11/2024 | 0,24% | 4,26 CHF | 4,27 CHF | 185 000 | 185 000 | 102 503 | 102 503 | 431 800 CHF | 432 827 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,25 CHF | 4,26 CHF | 185 000 | 185 000 | 102 561 | 102 561 | 428 479 CHF | 429 507 CHF | 99,89% | 99,89% |
15/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 188 000 | 188 000 | 103 024 | 103 024 | 429 304 CHF | 430 336 CHF | 99,90% | 99,90% |
14/11/2024 | 0,25% | 4,20 CHF | 4,21 CHF | 188 000 | 188 000 | 103 079 | 103 079 | 428 088 CHF | 429 121 CHF | 99,33% | 99,33% |
13/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 190 000 | 190 000 | 104 287 | 104 287 | 424 562 CHF | 425 607 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 190 000 | 190 000 | 104 305 | 104 305 | 425 525 CHF | 426 570 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 190 000 | 190 000 | 103 590 | 103 590 | 425 670 CHF | 426 708 CHF | 99,65% | 99,65% |
08/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 190 000 | 190 000 | 103 937 | 103 937 | 432 699 CHF | 433 740 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 190 000 | 190 000 | 105 261 | 105 261 | 426 820 CHF | 427 875 CHF | 100,00% | 100,00% |