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% | 4,55 CHF | 4,56 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 189 267 CHF | 189 680 CHF | 99,42% | 99,42% |
19/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 42 000 | 42 000 | 42 165 | 42 165 | 187 882 CHF | 188 304 CHF | 97,93% | 97,93% |
18/11/2024 | 0,21% | 4,72 CHF | 4,73 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 192 678 CHF | 193 083 CHF | 99,89% | 99,89% |
15/11/2024 | 0,20% | 4,79 CHF | 4,80 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 191 279 CHF | 191 670 CHF | 100,00% | 100,00% |
14/11/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 190 608 CHF | 190 999 CHF | 98,65% | 98,65% |
13/11/2024 | 0,21% | 4,76 CHF | 4,77 CHF | 40 000 | 40 000 | 39 826 | 39 826 | 190 642 CHF | 191 040 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,69 CHF | 4,70 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 190 818 CHF | 191 216 CHF | 99,88% | 99,88% |
11/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 190 392 CHF | 190 791 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,68 CHF | 4,69 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 188 031 CHF | 188 434 CHF | 98,60% | 98,60% |
07/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 190 334 CHF | 190 732 CHF | 100,00% | 100,00% |