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% | 4,10 CHF | 4,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 207 039 CHF | 207 539 CHF | 99,73% | 99,73% |
19/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 205 362 CHF | 205 862 CHF | 99,81% | 99,81% |
18/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 591 CHF | 210 091 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 830 CHF | 211 330 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 207 306 CHF | 207 806 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 201 771 CHF | 202 271 CHF | 99,94% | 99,94% |
12/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 203 463 CHF | 203 963 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 249 CHF | 211 749 CHF | 99,66% | 99,66% |
08/11/2024 | 0,23% | 4,17 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 212 639 CHF | 213 139 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 228 620 CHF | 229 120 CHF | 99,68% | 99,68% |