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 | 0,24% | 4,19 CHF | 4,20 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 253 182 CHF | 253 782 CHF | 99,43% | 99,43% |
19/11/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 251 307 CHF | 251 907 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 253 435 CHF | 254 035 CHF | 99,88% | 99,88% |
15/11/2024 | 0,23% | 4,26 CHF | 4,27 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 255 502 CHF | 256 102 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 60 000 | 60 000 | 62 731 | 62 731 | 250 245 CHF | 250 873 CHF | 98,60% | 98,60% |
13/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 256 961 CHF | 257 611 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,92 CHF | 3,93 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 256 141 CHF | 256 791 CHF | 99,89% | 99,89% |
11/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 258 311 CHF | 258 961 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 254 082 CHF | 254 732 CHF | 99,05% | 99,05% |
07/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 65 000 | 65 000 | 64 057 | 64 057 | 253 651 CHF | 254 292 CHF | 100,00% | 100,00% |