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% | 4,62 CHF | 4,63 CHF | 75 000 | 75 000 | 74 367 | 74 367 | 344 959 CHF | 345 704 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 76 000 | 76 000 | 75 227 | 75 227 | 343 691 CHF | 344 444 CHF | 98,71% | 98,71% |
18/11/2024 | 0,23% | 4,58 CHF | 4,59 CHF | 76 000 | 76 000 | 76 921 | 76 921 | 343 740 CHF | 344 510 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 77 000 | 77 000 | 77 448 | 77 448 | 348 838 CHF | 349 612 CHF | 70,83% | 70,83% |
14/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 76 000 | 76 000 | 75 594 | 75 594 | 345 506 CHF | 346 262 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 77 000 | 77 000 | 76 528 | 76 528 | 343 572 CHF | 344 338 CHF | 99,81% | 99,81% |
12/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 78 000 | 78 000 | 76 345 | 76 345 | 344 223 CHF | 344 988 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,47 CHF | 4,48 CHF | 78 000 | 78 000 | 75 866 | 75 866 | 345 614 CHF | 346 373 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 76 000 | 76 000 | 74 452 | 74 452 | 349 049 CHF | 349 794 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,77 CHF | 4,78 CHF | 74 000 | 74 000 | 74 432 | 74 432 | 350 851 CHF | 351 596 CHF | 100,00% | 100,00% |