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 | 0,23% | 4,26 CHF | 4,27 CHF | 128 000 | 128 000 | 69 756 | 69 756 | 303 532 CHF | 304 231 CHF | 99,58% | 99,58% |
19/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 128 000 | 128 000 | 70 708 | 70 708 | 300 369 CHF | 301 077 CHF | 99,43% | 99,43% |
18/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 128 000 | 128 000 | 70 840 | 70 840 | 298 085 CHF | 298 795 CHF | 99,66% | 99,66% |
15/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 130 000 | 130 000 | 70 680 | 70 680 | 300 407 CHF | 301 116 CHF | 99,52% | 99,52% |
14/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 128 000 | 128 000 | 66 946 | 66 946 | 296 867 CHF | 297 560 CHF | 99,48% | 99,48% |
13/11/2024 | 0,23% | 4,47 CHF | 4,48 CHF | 126 000 | 126 000 | 68 411 | 68 411 | 308 725 CHF | 309 411 CHF | 99,78% | 99,78% |
12/11/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 126 000 | 126 000 | 68 731 | 68 731 | 308 825 CHF | 309 513 CHF | 99,64% | 99,64% |
11/11/2024 | 0,23% | 4,47 CHF | 4,48 CHF | 126 000 | 126 000 | 69 194 | 69 194 | 306 930 CHF | 307 623 CHF | 99,42% | 99,42% |
08/11/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 126 000 | 126 000 | 69 612 | 69 612 | 308 242 CHF | 308 941 CHF | 99,08% | 99,08% |
07/11/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 126 000 | 126 000 | 70 679 | 70 679 | 308 468 CHF | 309 176 CHF | 99,73% | 99,73% |