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% | 4,95 CHF | 4,96 CHF | 193 000 | 193 000 | 61 690 | 61 690 | 305 173 CHF | 305 794 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 4,73 CHF | 4,74 CHF | 199 000 | 199 000 | 63 554 | 63 554 | 297 074 CHF | 297 710 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,64 CHF | 4,65 CHF | 200 000 | 200 000 | 63 781 | 63 781 | 287 105 CHF | 287 744 CHF | 99,88% | 99,88% |
15/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 210 000 | 210 000 | 65 018 | 65 018 | 293 452 CHF | 294 103 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 200 000 | 200 000 | 63 734 | 63 734 | 293 720 CHF | 294 358 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,53 CHF | 4,54 CHF | 200 000 | 200 000 | 66 051 | 66 051 | 296 433 CHF | 297 095 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,35 CHF | 4,36 CHF | 210 000 | 210 000 | 66 995 | 66 995 | 291 031 CHF | 291 702 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 210 000 | 210 000 | 67 018 | 67 018 | 284 459 CHF | 285 130 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 220 000 | 220 000 | 69 716 | 69 716 | 290 745 CHF | 291 443 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 220 000 | 220 000 | 70 128 | 70 128 | 285 772 CHF | 286 474 CHF | 100,00% | 100,00% |