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 | 0,22% | 4,59 CHF | 4,60 CHF | 104 000 | 104 000 | 102 739 | 102 739 | 465 209 CHF | 466 237 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 463 684 CHF | 464 712 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 472 319 CHF | 473 351 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 100 000 | 100 000 | 98 717 | 98 717 | 428 322 CHF | 429 309 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 405 470 CHF | 406 437 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 465 899 CHF | 466 923 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,49 CHF | 4,50 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 445 533 CHF | 446 536 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 455 769 CHF | 456 782 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 471 651 CHF | 472 678 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 474 773 CHF | 475 799 CHF | 100,00% | 100,00% |