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% | 5,06 CHF | 5,07 CHF | 193 000 | 193 000 | 61 678 | 61 678 | 311 632 CHF | 312 253 CHF | 99,89% | 99,89% |
19/11/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 199 000 | 199 000 | 63 551 | 63 551 | 303 772 CHF | 304 408 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,74 CHF | 4,75 CHF | 200 000 | 200 000 | 63 762 | 63 762 | 293 766 CHF | 294 405 CHF | 99,87% | 99,87% |
15/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 210 000 | 210 000 | 65 017 | 65 017 | 300 324 CHF | 300 975 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 200 000 | 200 000 | 63 741 | 63 741 | 300 504 CHF | 301 143 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 200 000 | 200 000 | 66 079 | 66 079 | 303 513 CHF | 304 175 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,45 CHF | 4,46 CHF | 210 000 | 210 000 | 66 993 | 66 993 | 298 098 CHF | 298 769 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,39 CHF | 4,40 CHF | 210 000 | 210 000 | 66 982 | 66 982 | 291 327 CHF | 291 998 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 220 000 | 220 000 | 69 715 | 69 715 | 297 994 CHF | 298 692 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,23 CHF | 4,24 CHF | 220 000 | 220 000 | 70 132 | 70 132 | 293 077 CHF | 293 780 CHF | 100,00% | 100,00% |