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 | 0,43% | 4,58 CHF | 4,60 CHF | 56 000 | 56 000 | 55 113 | 55 113 | 255 958 CHF | 257 060 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 4,40 CHF | 4,42 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 248 600 CHF | 249 739 CHF | 100,00% | 100,00% |
18/11/2024 | 0,45% | 4,43 CHF | 4,45 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 250 278 CHF | 251 416 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 4,42 CHF | 4,44 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 250 346 CHF | 251 468 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 4,50 CHF | 4,52 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 252 951 CHF | 254 071 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 4,56 CHF | 4,58 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 254 963 CHF | 256 076 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 4,57 CHF | 4,59 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 258 811 CHF | 259 913 CHF | 99,85% | 99,85% |
11/11/2024 | 0,41% | 4,81 CHF | 4,83 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 260 128 CHF | 261 208 CHF | 99,67% | 99,67% |
08/11/2024 | 0,43% | 4,69 CHF | 4,71 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 256 288 CHF | 257 389 CHF | 98,78% | 98,78% |
07/11/2024 | 0,43% | 4,68 CHF | 4,70 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 257 983 CHF | 259 084 CHF | 100,00% | 100,00% |