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 | 0,25% | 3,98 CHF | 3,99 CHF | 122 000 | 122 000 | 119 963 | 119 963 | 487 759 CHF | 488 959 CHF | 98,84% | 98,84% |
19/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 120 000 | 120 000 | 120 018 | 120 018 | 485 145 CHF | 486 345 CHF | 95,10% | 95,10% |
18/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 116 000 | 116 000 | 115 262 | 115 262 | 509 025 CHF | 510 178 CHF | 99,12% | 99,12% |
15/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 114 000 | 114 000 | 113 387 | 113 387 | 515 388 CHF | 516 522 CHF | 99,04% | 99,04% |
14/11/2024 | 0,21% | 4,57 CHF | 4,58 CHF | 114 000 | 114 000 | 111 197 | 111 197 | 521 439 CHF | 522 551 CHF | 92,35% | 92,35% |
13/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 120 000 | 120 000 | 119 013 | 119 013 | 489 379 CHF | 490 569 CHF | 97,99% | 97,99% |
12/11/2024 | 0,23% | 4,07 CHF | 4,08 CHF | 120 000 | 120 000 | 116 703 | 116 703 | 499 203 CHF | 500 370 CHF | 98,49% | 98,49% |
11/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 114 000 | 114 000 | 113 529 | 113 529 | 510 320 CHF | 511 456 CHF | 99,80% | 99,80% |
08/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 116 000 | 116 000 | 115 076 | 115 076 | 507 324 CHF | 508 475 CHF | 98,30% | 98,30% |
07/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 112 000 | 112 000 | 113 343 | 113 343 | 510 377 CHF | 511 510 CHF | 97,92% | 97,92% |