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% | 4,51 CHF | 4,52 CHF | 122 000 | 122 000 | 119 979 | 119 979 | 551 666 CHF | 552 866 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 120 000 | 120 000 | 120 046 | 120 046 | 549 174 CHF | 550 374 CHF | 99,30% | 99,30% |
18/11/2024 | 0,20% | 4,89 CHF | 4,90 CHF | 116 000 | 116 000 | 115 263 | 115 263 | 570 587 CHF | 571 740 CHF | 100,00% | 100,00% |
15/11/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 114 000 | 114 000 | 113 392 | 113 392 | 575 998 CHF | 577 132 CHF | 100,00% | 100,00% |
14/11/2024 | 0,19% | 5,11 CHF | 5,12 CHF | 114 000 | 114 000 | 111 224 | 111 224 | 581 018 CHF | 582 130 CHF | 99,39% | 99,39% |
13/11/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 120 000 | 120 000 | 119 034 | 119 034 | 552 858 CHF | 554 049 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,61 CHF | 4,62 CHF | 120 000 | 120 000 | 116 720 | 116 720 | 561 392 CHF | 562 560 CHF | 99,28% | 99,28% |
11/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 114 000 | 114 000 | 113 530 | 113 530 | 570 918 CHF | 572 054 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,87 CHF | 4,88 CHF | 116 000 | 116 000 | 115 076 | 115 076 | 568 803 CHF | 569 954 CHF | 98,90% | 98,90% |
07/11/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 112 000 | 112 000 | 113 358 | 113 358 | 571 137 CHF | 572 271 CHF | 100,00% | 100,00% |