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% | 4,20 CHF | 4,21 CHF | 75 000 | 75 000 | 74 357 | 74 357 | 313 520 CHF | 314 264 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 76 000 | 76 000 | 75 236 | 75 236 | 312 054 CHF | 312 807 CHF | 98,71% | 98,71% |
18/11/2024 | 0,25% | 4,16 CHF | 4,17 CHF | 76 000 | 76 000 | 76 911 | 76 911 | 311 134 CHF | 311 904 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 77 000 | 77 000 | 77 465 | 77 465 | 316 137 CHF | 316 911 CHF | 70,95% | 70,95% |
14/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 76 000 | 76 000 | 75 584 | 75 584 | 313 448 CHF | 314 205 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 77 000 | 77 000 | 76 527 | 76 527 | 311 357 CHF | 312 123 CHF | 99,82% | 99,82% |
12/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 78 000 | 78 000 | 76 340 | 76 340 | 312 119 CHF | 312 883 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,05 CHF | 4,06 CHF | 78 000 | 78 000 | 75 848 | 75 848 | 313 737 CHF | 314 496 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 76 000 | 76 000 | 74 448 | 74 448 | 318 115 CHF | 318 860 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 74 000 | 74 000 | 74 414 | 74 414 | 319 762 CHF | 320 507 CHF | 100,00% | 100,00% |