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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,37% | 4,24 CHF | 4,25 CHF | 170 000 | 170 000 | 63 818 | 63 818 | 269 961 CHF | 270 714 CHF | 100,00% | 100,00% |
20/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 168 000 | 168 000 | 74 844 | 74 844 | 329 088 CHF | 329 839 CHF | 99,90% | 99,90% |
19/11/2024 | 0,24% | 4,40 CHF | 4,41 CHF | 168 000 | 168 000 | 75 412 | 75 412 | 325 960 CHF | 326 716 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 166 000 | 166 000 | 74 329 | 74 329 | 330 591 CHF | 331 336 CHF | 99,90% | 99,90% |
15/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 166 000 | 166 000 | 71 669 | 71 669 | 332 267 CHF | 332 989 CHF | 99,69% | 99,69% |
14/11/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 160 000 | 160 000 | 69 676 | 69 676 | 342 709 CHF | 343 408 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,82 CHF | 4,83 CHF | 160 000 | 160 000 | 72 223 | 72 223 | 340 601 CHF | 341 325 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 164 000 | 164 000 | 73 238 | 73 238 | 335 218 CHF | 335 951 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 164 000 | 164 000 | 72 758 | 72 758 | 336 400 CHF | 337 129 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 164 000 | 164 000 | 73 305 | 73 305 | 339 765 CHF | 340 499 CHF | 100,00% | 100,00% |