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% | 4,73 CHF | 4,74 CHF | 42 000 | 42 000 | 41 323 | 41 323 | 196 895 CHF | 197 308 CHF | 98,88% | 98,88% |
19/11/2024 | 0,22% | 4,68 CHF | 4,69 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 195 668 CHF | 196 090 CHF | 97,93% | 97,93% |
18/11/2024 | 0,20% | 4,91 CHF | 4,92 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 200 197 CHF | 200 602 CHF | 99,90% | 99,90% |
15/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 198 524 CHF | 198 915 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 197 779 CHF | 198 169 CHF | 98,58% | 98,58% |
13/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 198 031 CHF | 198 429 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 4,88 CHF | 4,89 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 198 187 CHF | 198 585 CHF | 99,88% | 99,88% |
11/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 197 743 CHF | 198 142 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,86 CHF | 4,87 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 195 445 CHF | 195 847 CHF | 98,60% | 98,60% |
07/11/2024 | 0,20% | 4,90 CHF | 4,91 CHF | 40 000 | 40 000 | 39 757 | 39 757 | 197 761 CHF | 198 159 CHF | 100,00% | 100,00% |