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% | 4,40 CHF | 4,41 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 446 042 CHF | 447 070 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 444 536 CHF | 445 564 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 452 993 CHF | 454 024 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 100 000 | 100 000 | 98 717 | 98 717 | 409 803 CHF | 410 790 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 387 327 CHF | 388 294 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 103 000 | 103 000 | 102 416 | 102 416 | 446 679 CHF | 447 703 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,30 CHF | 4,31 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 426 840 CHF | 427 842 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 436 791 CHF | 437 804 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 452 354 CHF | 453 381 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 455 429 CHF | 456 455 CHF | 100,00% | 100,00% |