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% | 4,56 CHF | 4,57 CHF | 193 000 | 193 000 | 61 680 | 61 680 | 281 078 CHF | 281 699 CHF | 99,90% | 99,90% |
19/11/2024 | 0,24% | 4,34 CHF | 4,35 CHF | 199 000 | 199 000 | 63 556 | 63 556 | 272 384 CHF | 273 020 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,25 CHF | 4,26 CHF | 200 000 | 200 000 | 63 766 | 63 766 | 262 157 CHF | 262 795 CHF | 99,87% | 99,87% |
15/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 210 000 | 210 000 | 65 017 | 65 017 | 268 036 CHF | 268 687 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 200 000 | 200 000 | 63 771 | 63 771 | 268 958 CHF | 269 597 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,14 CHF | 4,15 CHF | 200 000 | 200 000 | 66 079 | 66 079 | 270 888 CHF | 271 550 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 210 000 | 210 000 | 66 992 | 66 992 | 265 056 CHF | 265 727 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,89 CHF | 3,90 CHF | 210 000 | 210 000 | 66 982 | 66 982 | 258 397 CHF | 259 067 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 220 000 | 220 000 | 69 715 | 69 715 | 263 995 CHF | 264 693 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,74 CHF | 3,75 CHF | 220 000 | 220 000 | 70 132 | 70 132 | 258 893 CHF | 259 596 CHF | 100,00% | 100,00% |