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 | 0,25% | 3,99 CHF | 4,00 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 192 406 CHF | 192 886 CHF | 99,44% | 99,44% |
19/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 190 876 CHF | 191 356 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 186 544 CHF | 187 024 CHF | 99,88% | 99,88% |
15/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 188 861 CHF | 189 361 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 856 CHF | 185 356 CHF | 98,56% | 98,56% |
13/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 187 069 CHF | 187 569 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 188 411 CHF | 188 911 CHF | 99,88% | 99,88% |
11/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 185 419 CHF | 185 899 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,63 CHF | 3,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 745 CHF | 182 245 CHF | 98,30% | 98,30% |
07/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 591 CHF | 185 091 CHF | 100,00% | 100,00% |