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% | 4,72 CHF | 4,73 CHF | 193 000 | 193 000 | 61 682 | 61 682 | 291 129 CHF | 291 750 CHF | 99,90% | 99,90% |
19/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 199 000 | 199 000 | 63 552 | 63 552 | 282 685 CHF | 283 321 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,41 CHF | 4,42 CHF | 200 000 | 200 000 | 63 769 | 63 769 | 272 546 CHF | 273 185 CHF | 99,87% | 99,87% |
15/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 210 000 | 210 000 | 65 015 | 65 015 | 278 618 CHF | 279 269 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 200 000 | 200 000 | 63 771 | 63 771 | 279 374 CHF | 280 012 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 4,31 CHF | 4,32 CHF | 200 000 | 200 000 | 66 051 | 66 051 | 281 498 CHF | 282 160 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 210 000 | 210 000 | 66 990 | 66 990 | 275 905 CHF | 276 576 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 4,06 CHF | 4,07 CHF | 210 000 | 210 000 | 66 982 | 66 982 | 269 215 CHF | 269 886 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 220 000 | 220 000 | 69 716 | 69 716 | 275 157 CHF | 275 855 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,90 CHF | 3,91 CHF | 220 000 | 220 000 | 70 127 | 70 127 | 270 101 CHF | 270 803 CHF | 100,00% | 100,00% |