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% | 4,26 CHF | 4,27 CHF | 188 000 | 188 000 | 101 965 | 101 965 | 439 300 CHF | 440 323 CHF | 99,90% | 99,90% |
19/11/2024 | 0,24% | 4,35 CHF | 4,36 CHF | 185 000 | 185 000 | 102 504 | 102 504 | 441 041 CHF | 442 068 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,34 CHF | 4,35 CHF | 185 000 | 185 000 | 102 566 | 102 566 | 437 779 CHF | 438 808 CHF | 99,90% | 99,90% |
15/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 188 000 | 188 000 | 103 029 | 103 029 | 438 682 CHF | 439 714 CHF | 99,90% | 99,90% |
14/11/2024 | 0,24% | 4,29 CHF | 4,30 CHF | 188 000 | 188 000 | 103 076 | 103 076 | 437 425 CHF | 438 458 CHF | 99,34% | 99,34% |
13/11/2024 | 0,25% | 4,18 CHF | 4,19 CHF | 190 000 | 190 000 | 104 288 | 104 288 | 433 955 CHF | 435 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 190 000 | 190 000 | 104 298 | 104 298 | 434 875 CHF | 435 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 190 000 | 190 000 | 103 594 | 103 594 | 435 006 CHF | 436 044 CHF | 99,66% | 99,66% |
08/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 190 000 | 190 000 | 103 939 | 103 939 | 441 936 CHF | 442 977 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,20 CHF | 4,21 CHF | 190 000 | 190 000 | 105 260 | 105 260 | 436 191 CHF | 437 246 CHF | 100,00% | 100,00% |