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% | 4,02 CHF | 4,03 CHF | 122 000 | 122 000 | 119 979 | 119 979 | 492 199 CHF | 493 399 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 120 000 | 120 000 | 120 045 | 120 045 | 489 711 CHF | 490 911 CHF | 99,27% | 99,27% |
18/11/2024 | 0,22% | 4,39 CHF | 4,40 CHF | 116 000 | 116 000 | 115 262 | 115 262 | 513 238 CHF | 514 391 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 114 000 | 114 000 | 113 392 | 113 392 | 519 503 CHF | 520 637 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,61 CHF | 4,62 CHF | 114 000 | 114 000 | 111 226 | 111 226 | 525 701 CHF | 526 814 CHF | 99,39% | 99,39% |
13/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 120 000 | 120 000 | 119 032 | 119 032 | 493 713 CHF | 494 903 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,11 CHF | 4,12 CHF | 120 000 | 120 000 | 116 770 | 116 770 | 503 624 CHF | 504 791 CHF | 99,25% | 99,25% |
11/11/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 114 000 | 114 000 | 113 530 | 113 530 | 514 442 CHF | 515 578 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,37 CHF | 4,38 CHF | 116 000 | 116 000 | 115 077 | 115 077 | 511 534 CHF | 512 685 CHF | 98,88% | 98,88% |
07/11/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 112 000 | 112 000 | 113 357 | 113 357 | 514 544 CHF | 515 678 CHF | 100,00% | 100,00% |