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 | 0,21% | 4,71 CHF | 4,72 CHF | 168 000 | 168 000 | 74 845 | 74 845 | 357 658 CHF | 358 409 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 4,78 CHF | 4,79 CHF | 168 000 | 168 000 | 75 413 | 75 413 | 354 705 CHF | 355 460 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 166 000 | 166 000 | 74 330 | 74 330 | 359 022 CHF | 359 767 CHF | 99,90% | 99,90% |
15/11/2024 | 0,20% | 4,86 CHF | 4,87 CHF | 166 000 | 166 000 | 71 674 | 71 674 | 359 711 CHF | 360 433 CHF | 99,69% | 99,69% |
14/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 160 000 | 160 000 | 69 673 | 69 673 | 369 375 CHF | 370 073 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 5,20 CHF | 5,21 CHF | 160 000 | 160 000 | 72 224 | 72 224 | 368 095 CHF | 368 819 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,93 CHF | 4,94 CHF | 164 000 | 164 000 | 73 242 | 73 242 | 363 034 CHF | 363 768 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 164 000 | 164 000 | 72 754 | 72 754 | 363 947 CHF | 364 676 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 164 000 | 164 000 | 73 304 | 73 304 | 367 284 CHF | 368 018 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 5,07 CHF | 5,08 CHF | 164 000 | 164 000 | 73 572 | 73 572 | 367 352 CHF | 368 090 CHF | 99,33% | 99,33% |