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 | 0,21% | 4,78 CHF | 4,79 CHF | 104 000 | 104 000 | 102 739 | 102 739 | 484 946 CHF | 485 974 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,74 CHF | 4,75 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 483 418 CHF | 484 446 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 492 158 CHF | 493 190 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 447 364 CHF | 448 351 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 424 063 CHF | 425 030 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 103 000 | 103 000 | 102 416 | 102 416 | 485 607 CHF | 486 631 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,68 CHF | 4,69 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 464 832 CHF | 465 834 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,70 CHF | 4,71 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 475 340 CHF | 476 354 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 491 508 CHF | 492 535 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 494 679 CHF | 495 705 CHF | 100,00% | 100,00% |