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% | 4,30 CHF | 4,31 CHF | 122 000 | 122 000 | 119 979 | 119 979 | 526 739 CHF | 527 939 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 120 000 | 120 000 | 120 046 | 120 046 | 524 244 CHF | 525 444 CHF | 99,34% | 99,34% |
18/11/2024 | 0,21% | 4,68 CHF | 4,69 CHF | 116 000 | 116 000 | 115 262 | 115 262 | 546 593 CHF | 547 746 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 4,85 CHF | 4,86 CHF | 114 000 | 114 000 | 113 392 | 113 392 | 552 339 CHF | 553 473 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 4,90 CHF | 4,91 CHF | 114 000 | 114 000 | 111 222 | 111 222 | 557 852 CHF | 558 964 CHF | 99,39% | 99,39% |
13/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 120 000 | 120 000 | 119 033 | 119 033 | 528 102 CHF | 529 292 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,40 CHF | 4,41 CHF | 120 000 | 120 000 | 116 771 | 116 771 | 537 308 CHF | 538 475 CHF | 99,31% | 99,31% |
11/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 114 000 | 114 000 | 113 530 | 113 530 | 547 252 CHF | 548 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,66 CHF | 4,67 CHF | 116 000 | 116 000 | 115 077 | 115 077 | 544 780 CHF | 545 930 CHF | 98,96% | 98,96% |
07/11/2024 | 0,21% | 4,93 CHF | 4,94 CHF | 112 000 | 112 000 | 113 357 | 113 357 | 547 429 CHF | 548 562 CHF | 100,00% | 100,00% |