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% | 4,46 CHF | 4,47 CHF | 193 000 | 193 000 | 61 682 | 61 682 | 274 843 CHF | 275 464 CHF | 99,90% | 99,90% |
19/11/2024 | 0,25% | 4,24 CHF | 4,25 CHF | 199 000 | 199 000 | 63 551 | 63 551 | 265 950 CHF | 266 586 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 4,15 CHF | 4,16 CHF | 200 000 | 200 000 | 63 768 | 63 768 | 255 700 CHF | 256 338 CHF | 99,87% | 99,87% |
15/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 210 000 | 210 000 | 65 017 | 65 017 | 261 437 CHF | 262 088 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 200 000 | 200 000 | 63 771 | 63 771 | 262 490 CHF | 263 128 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 4,04 CHF | 4,05 CHF | 200 000 | 200 000 | 66 063 | 66 063 | 264 153 CHF | 264 815 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,86 CHF | 3,87 CHF | 210 000 | 210 000 | 66 991 | 66 991 | 258 297 CHF | 258 967 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 210 000 | 210 000 | 67 005 | 67 005 | 251 746 CHF | 252 417 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 220 000 | 220 000 | 69 714 | 69 714 | 257 044 CHF | 257 742 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,64 CHF | 3,65 CHF | 220 000 | 220 000 | 70 132 | 70 132 | 251 907 CHF | 252 610 CHF | 100,00% | 100,00% |