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% | 4,91 CHF | 4,92 CHF | 75 000 | 75 000 | 74 373 | 74 373 | 366 190 CHF | 366 935 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 76 000 | 76 000 | 75 235 | 75 235 | 365 074 CHF | 365 828 CHF | 98,70% | 98,70% |
18/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 76 000 | 76 000 | 76 888 | 76 888 | 365 506 CHF | 366 275 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 77 000 | 77 000 | 77 478 | 77 478 | 371 097 CHF | 371 872 CHF | 70,92% | 70,92% |
14/11/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 76 000 | 76 000 | 75 580 | 75 580 | 367 060 CHF | 367 816 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,78 CHF | 4,79 CHF | 77 000 | 77 000 | 76 528 | 76 528 | 365 291 CHF | 366 057 CHF | 99,69% | 99,69% |
12/11/2024 | 0,21% | 4,74 CHF | 4,75 CHF | 78 000 | 78 000 | 76 345 | 76 345 | 365 853 CHF | 366 617 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,75 CHF | 4,76 CHF | 78 000 | 78 000 | 75 881 | 75 881 | 367 121 CHF | 367 880 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,91 CHF | 4,92 CHF | 76 000 | 76 000 | 74 452 | 74 452 | 369 892 CHF | 370 637 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 74 000 | 74 000 | 74 412 | 74 412 | 371 645 CHF | 372 390 CHF | 100,00% | 100,00% |