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 | 0,41% | 4,80 CHF | 4,82 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 267 816 CHF | 268 918 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 4,61 CHF | 4,63 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 260 901 CHF | 262 041 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 4,65 CHF | 4,67 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 262 543 CHF | 263 680 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 4,64 CHF | 4,66 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 262 476 CHF | 263 598 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 4,72 CHF | 4,74 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 265 010 CHF | 266 130 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 4,78 CHF | 4,80 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 266 997 CHF | 268 111 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 4,79 CHF | 4,81 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 270 713 CHF | 271 815 CHF | 99,87% | 99,87% |
11/11/2024 | 0,40% | 5,03 CHF | 5,05 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 271 743 CHF | 272 823 CHF | 99,69% | 99,69% |
08/11/2024 | 0,41% | 4,91 CHF | 4,93 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 268 109 CHF | 269 209 CHF | 98,81% | 98,81% |
07/11/2024 | 0,41% | 4,89 CHF | 4,91 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 269 795 CHF | 270 896 CHF | 100,00% | 100,00% |