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 | 0,23% | 4,33 CHF | 4,34 CHF | 43 500 | 43 500 | 43 091 | 43 091 | 188 859 CHF | 189 290 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 44 000 | 44 000 | 43 235 | 43 235 | 187 632 CHF | 188 065 CHF | 98,93% | 98,93% |
18/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 43 500 | 43 500 | 43 509 | 43 509 | 188 341 CHF | 188 776 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 44 000 | 44 000 | 44 095 | 44 095 | 188 852 CHF | 189 292 CHF | 71,88% | 71,88% |
14/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 44 500 | 44 500 | 44 105 | 44 105 | 184 787 CHF | 185 229 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 44 500 | 44 500 | 44 526 | 44 526 | 182 727 CHF | 183 173 CHF | 99,57% | 99,57% |
12/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 45 000 | 45 000 | 44 481 | 44 481 | 182 202 CHF | 182 648 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 44 500 | 44 500 | 44 081 | 44 081 | 185 024 CHF | 185 465 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 45 000 | 45 000 | 44 579 | 44 579 | 181 867 CHF | 182 314 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 45 000 | 45 000 | 44 337 | 44 337 | 186 357 CHF | 186 801 CHF | 100,00% | 100,00% |