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 | 0,20% | 4,94 CHF | 4,95 CHF | 43 500 | 43 500 | 43 089 | 43 089 | 215 291 CHF | 215 722 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 4,93 CHF | 4,94 CHF | 44 000 | 44 000 | 43 234 | 43 234 | 214 161 CHF | 214 594 CHF | 98,93% | 98,93% |
18/11/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 43 500 | 43 500 | 43 512 | 43 512 | 215 052 CHF | 215 488 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 4,93 CHF | 4,94 CHF | 44 000 | 44 000 | 44 056 | 44 056 | 215 699 CHF | 216 140 CHF | 72,18% | 72,18% |
14/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 44 500 | 44 500 | 44 095 | 44 095 | 211 787 CHF | 212 228 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 44 500 | 44 500 | 44 524 | 44 524 | 210 051 CHF | 210 497 CHF | 99,57% | 99,57% |
12/11/2024 | 0,21% | 4,63 CHF | 4,64 CHF | 45 000 | 45 000 | 44 471 | 44 471 | 209 457 CHF | 209 902 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 44 500 | 44 500 | 44 081 | 44 081 | 212 100 CHF | 212 541 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,68 CHF | 4,69 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 209 231 CHF | 209 677 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 45 000 | 45 000 | 44 339 | 44 339 | 213 490 CHF | 213 934 CHF | 100,00% | 100,00% |