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% | 4,14 CHF | 4,15 CHF | 42 000 | 42 000 | 41 323 | 41 323 | 172 432 CHF | 172 845 CHF | 98,87% | 98,87% |
19/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 170 654 CHF | 171 076 CHF | 97,93% | 97,93% |
18/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 176 149 CHF | 176 554 CHF | 99,89% | 99,89% |
15/11/2024 | 0,22% | 4,38 CHF | 4,39 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 175 307 CHF | 175 697 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 174 661 CHF | 175 051 CHF | 98,60% | 98,60% |
13/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 40 000 | 40 000 | 39 826 | 39 826 | 174 369 CHF | 174 767 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 174 582 CHF | 174 980 CHF | 99,88% | 99,88% |
11/11/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 174 054 CHF | 174 454 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,27 CHF | 4,28 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 171 536 CHF | 171 938 CHF | 98,60% | 98,60% |
07/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 40 000 | 40 000 | 39 757 | 39 757 | 173 991 CHF | 174 389 CHF | 100,00% | 100,00% |