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 | 0,22% | 4,46 CHF | 4,47 CHF | 168 000 | 168 000 | 74 844 | 74 844 | 339 275 CHF | 340 026 CHF | 99,90% | 99,90% |
19/11/2024 | 0,23% | 4,54 CHF | 4,55 CHF | 168 000 | 168 000 | 75 409 | 75 409 | 336 184 CHF | 336 940 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 166 000 | 166 000 | 74 328 | 74 328 | 340 712 CHF | 341 456 CHF | 99,90% | 99,90% |
15/11/2024 | 0,21% | 4,62 CHF | 4,63 CHF | 166 000 | 166 000 | 71 670 | 71 670 | 342 087 CHF | 342 809 CHF | 99,69% | 99,69% |
14/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 160 000 | 160 000 | 69 676 | 69 676 | 352 237 CHF | 352 935 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,96 CHF | 4,97 CHF | 160 000 | 160 000 | 72 223 | 72 223 | 350 408 CHF | 351 131 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,69 CHF | 4,70 CHF | 164 000 | 164 000 | 73 234 | 73 234 | 345 123 CHF | 345 857 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 164 000 | 164 000 | 72 754 | 72 754 | 346 208 CHF | 346 937 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,76 CHF | 4,77 CHF | 164 000 | 164 000 | 73 305 | 73 305 | 349 595 CHF | 350 329 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,83 CHF | 4,84 CHF | 164 000 | 164 000 | 73 572 | 73 572 | 349 546 CHF | 350 284 CHF | 99,33% | 99,33% |