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 | 0,45% | 4,39 CHF | 4,41 CHF | 56 000 | 56 000 | 55 114 | 55 114 | 245 536 CHF | 246 639 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 4,21 CHF | 4,23 CHF | 57 000 | 57 000 | 56 964 | 56 964 | 237 890 CHF | 239 029 CHF | 100,00% | 100,00% |
18/11/2024 | 0,47% | 4,25 CHF | 4,27 CHF | 56 000 | 56 000 | 56 881 | 56 881 | 239 564 CHF | 240 702 CHF | 100,00% | 100,00% |
15/11/2024 | 0,47% | 4,23 CHF | 4,25 CHF | 57 000 | 57 000 | 56 103 | 56 103 | 239 800 CHF | 240 922 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 4,31 CHF | 4,33 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 242 372 CHF | 243 492 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 4,37 CHF | 4,39 CHF | 56 000 | 56 000 | 55 680 | 55 680 | 244 493 CHF | 245 607 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 4,39 CHF | 4,41 CHF | 56 000 | 56 000 | 55 081 | 55 081 | 248 456 CHF | 249 557 CHF | 99,85% | 99,85% |
11/11/2024 | 0,43% | 4,63 CHF | 4,65 CHF | 54 000 | 54 000 | 54 014 | 54 014 | 249 967 CHF | 251 048 CHF | 99,72% | 99,72% |
08/11/2024 | 0,45% | 4,50 CHF | 4,52 CHF | 55 000 | 55 000 | 55 025 | 55 025 | 245 896 CHF | 246 996 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 4,49 CHF | 4,51 CHF | 55 000 | 55 000 | 55 021 | 55 021 | 247 575 CHF | 248 675 CHF | 100,00% | 100,00% |