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% | 4,78 CHF | 4,79 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 199 109 CHF | 199 523 CHF | 99,42% | 99,42% |
19/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 42 000 | 42 000 | 42 167 | 42 167 | 197 857 CHF | 198 279 CHF | 97,93% | 97,93% |
18/11/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 202 321 CHF | 202 726 CHF | 99,88% | 99,88% |
15/11/2024 | 0,19% | 5,03 CHF | 5,04 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 200 542 CHF | 200 933 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,24 CHF | 5,25 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 199 788 CHF | 200 179 CHF | 98,60% | 98,60% |
13/11/2024 | 0,20% | 5,00 CHF | 5,01 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 200 098 CHF | 200 496 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,93 CHF | 4,94 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 200 248 CHF | 200 646 CHF | 99,88% | 99,88% |
11/11/2024 | 0,20% | 5,04 CHF | 5,05 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 199 820 CHF | 200 220 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 197 570 CHF | 197 973 CHF | 98,60% | 98,60% |
07/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 199 767 CHF | 200 164 CHF | 100,00% | 100,00% |