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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,35% | 4,48 CHF | 4,49 CHF | 170 000 | 170 000 | 63 813 | 63 813 | 285 398 CHF | 286 151 CHF | 100,00% | 100,00% |
20/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 168 000 | 168 000 | 74 842 | 74 842 | 347 057 CHF | 347 808 CHF | 99,90% | 99,90% |
19/11/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 168 000 | 168 000 | 75 412 | 75 412 | 344 026 CHF | 344 781 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,67 CHF | 4,68 CHF | 166 000 | 166 000 | 74 326 | 74 326 | 348 463 CHF | 349 208 CHF | 99,90% | 99,90% |
15/11/2024 | 0,21% | 4,72 CHF | 4,73 CHF | 166 000 | 166 000 | 71 670 | 71 670 | 349 519 CHF | 350 241 CHF | 99,69% | 99,69% |
14/11/2024 | 0,20% | 5,07 CHF | 5,08 CHF | 160 000 | 160 000 | 69 676 | 69 676 | 359 501 CHF | 360 199 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 5,06 CHF | 5,07 CHF | 160 000 | 160 000 | 72 224 | 72 224 | 357 897 CHF | 358 621 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 164 000 | 164 000 | 73 239 | 73 239 | 352 720 CHF | 353 454 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 164 000 | 164 000 | 72 755 | 72 755 | 353 702 CHF | 354 430 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 164 000 | 164 000 | 73 304 | 73 304 | 357 093 CHF | 357 827 CHF | 100,00% | 100,00% |