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% | 4,35 CHF | 4,36 CHF | 42 000 | 42 000 | 41 323 | 41 323 | 181 151 CHF | 181 564 CHF | 98,86% | 98,86% |
19/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 42 000 | 42 000 | 42 166 | 42 166 | 179 619 CHF | 180 041 CHF | 97,93% | 97,93% |
18/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 41 000 | 41 000 | 40 510 | 40 510 | 184 725 CHF | 185 130 CHF | 99,89% | 99,89% |
15/11/2024 | 0,21% | 4,59 CHF | 4,60 CHF | 40 000 | 40 000 | 39 055 | 39 055 | 183 575 CHF | 183 966 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 39 000 | 39 000 | 39 050 | 39 050 | 182 929 CHF | 183 319 CHF | 98,57% | 98,57% |
13/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 40 000 | 40 000 | 39 825 | 39 825 | 182 802 CHF | 183 200 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 40 000 | 40 000 | 39 776 | 39 776 | 183 068 CHF | 183 465 CHF | 99,88% | 99,88% |
11/11/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 40 000 | 40 000 | 39 962 | 39 962 | 182 530 CHF | 182 930 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 40 000 | 40 000 | 40 270 | 40 270 | 180 084 CHF | 180 487 CHF | 98,60% | 98,60% |
07/11/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 40 000 | 40 000 | 39 757 | 39 757 | 182 463 CHF | 182 861 CHF | 100,00% | 100,00% |