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% | 4,12 CHF | 4,13 CHF | 122 000 | 122 000 | 119 979 | 119 979 | 504 774 CHF | 505 974 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 120 000 | 120 000 | 120 046 | 120 046 | 502 301 CHF | 503 502 CHF | 99,30% | 99,30% |
18/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 116 000 | 116 000 | 115 262 | 115 262 | 525 367 CHF | 526 520 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 4,67 CHF | 4,68 CHF | 114 000 | 114 000 | 113 392 | 113 392 | 531 478 CHF | 532 612 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 114 000 | 114 000 | 111 224 | 111 224 | 537 410 CHF | 538 522 CHF | 99,39% | 99,39% |
13/11/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 120 000 | 120 000 | 119 033 | 119 033 | 506 232 CHF | 507 423 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,22 CHF | 4,23 CHF | 120 000 | 120 000 | 116 720 | 116 720 | 515 722 CHF | 516 890 CHF | 99,28% | 99,28% |
11/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 114 000 | 114 000 | 113 530 | 113 530 | 526 372 CHF | 527 507 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 116 000 | 116 000 | 115 077 | 115 077 | 523 636 CHF | 524 786 CHF | 98,89% | 98,89% |
07/11/2024 | 0,22% | 4,74 CHF | 4,75 CHF | 112 000 | 112 000 | 113 358 | 113 358 | 526 488 CHF | 527 621 CHF | 100,00% | 100,00% |