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% | 4,83 CHF | 4,84 CHF | 193 000 | 193 000 | 61 678 | 61 678 | 297 424 CHF | 298 046 CHF | 99,89% | 99,89% |
19/11/2024 | 0,23% | 4,61 CHF | 4,62 CHF | 199 000 | 199 000 | 63 556 | 63 556 | 289 224 CHF | 289 860 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,51 CHF | 4,52 CHF | 200 000 | 200 000 | 63 762 | 63 762 | 279 074 CHF | 279 712 CHF | 99,87% | 99,87% |
15/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 210 000 | 210 000 | 65 024 | 65 024 | 285 336 CHF | 285 987 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,49 CHF | 4,50 CHF | 200 000 | 200 000 | 63 734 | 63 734 | 285 768 CHF | 286 406 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,41 CHF | 4,42 CHF | 200 000 | 200 000 | 66 079 | 66 079 | 288 359 CHF | 289 021 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 210 000 | 210 000 | 66 993 | 66 993 | 282 761 CHF | 283 432 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 4,16 CHF | 4,17 CHF | 210 000 | 210 000 | 67 008 | 67 008 | 276 148 CHF | 276 819 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 220 000 | 220 000 | 69 715 | 69 715 | 282 200 CHF | 282 898 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 4,00 CHF | 4,01 CHF | 220 000 | 220 000 | 70 132 | 70 132 | 277 207 CHF | 277 909 CHF | 100,00% | 100,00% |