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% | 4,16 CHF | 4,17 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 250 546 CHF | 251 146 CHF | 99,73% | 99,73% |
19/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 248 642 CHF | 249 242 CHF | 99,84% | 99,84% |
18/11/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 243 286 CHF | 243 886 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 236 714 CHF | 237 314 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 231 938 CHF | 232 538 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 234 518 CHF | 235 118 CHF | 99,95% | 99,95% |
12/11/2024 | 0,25% | 3,88 CHF | 3,89 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 236 103 CHF | 236 703 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 241 750 CHF | 242 350 CHF | 99,67% | 99,67% |
08/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 228 153 CHF | 228 753 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 231 558 CHF | 232 158 CHF | 99,70% | 99,70% |