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 | 0,23% | 4,25 CHF | 4,26 CHF | 42 000 | 42 000 | 41 326 | 41 326 | 176 841 CHF | 177 254 CHF | 99,43% | 99,43% |
19/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 175 127 CHF | 175 549 CHF | 97,92% | 97,92% |
18/11/2024 | 0,22% | 4,42 CHF | 4,43 CHF | 41 000 | 41 000 | 40 509 | 40 509 | 180 473 CHF | 180 878 CHF | 99,89% | 99,89% |
15/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 179 484 CHF | 179 875 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,71 CHF | 4,72 CHF | 39 000 | 39 000 | 39 051 | 39 051 | 178 835 CHF | 179 226 CHF | 98,63% | 98,63% |
13/11/2024 | 0,22% | 4,46 CHF | 4,47 CHF | 40 000 | 40 000 | 39 824 | 39 824 | 178 623 CHF | 179 022 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,39 CHF | 4,40 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 178 825 CHF | 179 223 CHF | 99,88% | 99,88% |
11/11/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 178 326 CHF | 178 726 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 175 852 CHF | 176 255 CHF | 98,60% | 98,60% |
07/11/2024 | 0,22% | 4,41 CHF | 4,42 CHF | 40 000 | 40 000 | 39 756 | 39 756 | 178 266 CHF | 178 664 CHF | 100,00% | 100,00% |