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 | 0,40% | 4,91 CHF | 4,93 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 273 885 CHF | 274 987 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 4,72 CHF | 4,74 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 267 167 CHF | 268 307 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 4,76 CHF | 4,78 CHF | 56 000 | 56 000 | 56 882 | 56 882 | 268 801 CHF | 269 939 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 4,75 CHF | 4,77 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 268 586 CHF | 269 708 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 4,83 CHF | 4,85 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 271 170 CHF | 272 290 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 4,89 CHF | 4,91 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 273 120 CHF | 274 234 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 4,90 CHF | 4,92 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 276 721 CHF | 277 823 CHF | 99,88% | 99,88% |
11/11/2024 | 0,39% | 5,14 CHF | 5,16 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 277 685 CHF | 278 765 CHF | 99,68% | 99,68% |
08/11/2024 | 0,40% | 5,02 CHF | 5,04 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 274 162 CHF | 275 263 CHF | 98,78% | 98,78% |
07/11/2024 | 0,40% | 5,00 CHF | 5,02 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 275 848 CHF | 276 948 CHF | 100,00% | 100,00% |