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 | 0,24% | 4,22 CHF | 4,23 CHF | 168 000 | 168 000 | 74 847 | 74 847 | 321 413 CHF | 322 164 CHF | 99,90% | 99,90% |
19/11/2024 | 0,24% | 4,30 CHF | 4,31 CHF | 168 000 | 168 000 | 75 401 | 75 401 | 318 232 CHF | 318 988 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 166 000 | 166 000 | 74 333 | 74 333 | 322 946 CHF | 323 690 CHF | 99,90% | 99,90% |
15/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 166 000 | 166 000 | 71 673 | 71 673 | 324 914 CHF | 325 636 CHF | 99,69% | 99,69% |
14/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 160 000 | 160 000 | 69 676 | 69 676 | 335 556 CHF | 336 254 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,72 CHF | 4,73 CHF | 160 000 | 160 000 | 72 225 | 72 225 | 333 236 CHF | 333 960 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,45 CHF | 4,46 CHF | 164 000 | 164 000 | 73 236 | 73 236 | 327 717 CHF | 328 451 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,47 CHF | 4,48 CHF | 164 000 | 164 000 | 72 753 | 72 753 | 328 959 CHF | 329 688 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 164 000 | 164 000 | 73 304 | 73 304 | 332 375 CHF | 333 109 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,60 CHF | 4,61 CHF | 164 000 | 164 000 | 73 577 | 73 577 | 332 261 CHF | 332 999 CHF | 99,33% | 99,33% |