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% | 4,48 CHF | 4,49 CHF | 75 000 | 75 000 | 74 378 | 74 378 | 334 824 CHF | 335 569 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 76 000 | 76 000 | 75 238 | 75 238 | 333 429 CHF | 334 182 CHF | 98,71% | 98,71% |
18/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 76 000 | 76 000 | 76 921 | 76 921 | 333 154 CHF | 333 924 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 77 000 | 77 000 | 77 458 | 77 458 | 338 221 CHF | 338 996 CHF | 70,95% | 70,95% |
14/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 76 000 | 76 000 | 75 584 | 75 584 | 335 057 CHF | 335 813 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 77 000 | 77 000 | 76 539 | 76 539 | 333 146 CHF | 333 912 CHF | 99,69% | 99,69% |
12/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 78 000 | 78 000 | 76 345 | 76 345 | 333 782 CHF | 334 546 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 78 000 | 78 000 | 75 894 | 75 894 | 335 395 CHF | 336 155 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 76 000 | 76 000 | 74 447 | 74 447 | 338 973 CHF | 339 718 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 74 000 | 74 000 | 74 413 | 74 413 | 340 676 CHF | 341 421 CHF | 100,00% | 100,00% |