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% | 4,03 CHF | 4,04 CHF | 50 000 | 50 000 | 50 000 | 49 999 | 207 213 CHF | 207 708 CHF | 99,26% | 99,26% |
19/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 041 CHF | 208 541 CHF | 94,51% | 94,51% |
18/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 161 CHF | 209 661 CHF | 98,79% | 98,79% |
15/11/2024 | 0,22% | 4,32 CHF | 4,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 222 158 CHF | 222 658 CHF | 99,03% | 99,03% |
14/11/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 229 192 CHF | 229 692 CHF | 99,59% | 99,59% |
13/11/2024 | 0,22% | 4,44 CHF | 4,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 222 741 CHF | 223 241 CHF | 99,97% | 99,97% |
12/11/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 230 565 CHF | 231 065 CHF | 99,73% | 99,73% |
11/11/2024 | 0,21% | 4,67 CHF | 4,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 234 663 CHF | 235 163 CHF | 98,31% | 98,31% |
08/11/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 229 344 CHF | 229 844 CHF | 99,87% | 99,87% |
07/11/2024 | 0,22% | 4,60 CHF | 4,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 230 030 CHF | 230 530 CHF | 99,90% | 99,90% |