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 | 0,20% | 4,96 CHF | 4,97 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 504 101 CHF | 505 129 CHF | 100,00% | 100,00% |
19/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 502 551 CHF | 503 578 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 4,90 CHF | 4,91 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 511 452 CHF | 512 484 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 465 847 CHF | 466 834 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 442 172 CHF | 443 139 CHF | 100,00% | 100,00% |
13/11/2024 | 0,20% | 4,92 CHF | 4,93 CHF | 103 000 | 103 000 | 102 416 | 102 416 | 504 790 CHF | 505 814 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 102 000 | 102 000 | 100 022 | 100 022 | 483 485 CHF | 484 487 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,88 CHF | 4,89 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 494 292 CHF | 495 306 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 510 761 CHF | 511 789 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 4,97 CHF | 4,98 CHF | 102 000 | 102 000 | 102 627 | 102 627 | 514 004 CHF | 515 030 CHF | 100,00% | 100,00% |