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% | 3,94 CHF | 3,95 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 811 499 CHF | 813 499 CHF | 96,53% | 96,53% |
19/11/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 785 463 CHF | 787 463 CHF | 99,41% | 99,41% |
18/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 820 506 CHF | 822 506 CHF | 98,57% | 98,57% |
15/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 843 959 CHF | 845 959 CHF | 99,65% | 99,65% |
14/11/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 870 089 CHF | 872 089 CHF | 99,49% | 99,49% |
13/11/2024 | 0,25% | 4,27 CHF | 4,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 849 003 CHF | 851 134 CHF | 99,08% | 99,08% |
12/11/2024 | 0,22% | 4,29 CHF | 4,30 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 896 214 CHF | 898 214 CHF | 99,18% | 99,18% |
11/11/2024 | 0,21% | 4,73 CHF | 4,74 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 950 215 CHF | 952 215 CHF | 99,34% | 99,34% |
08/11/2024 | 0,22% | 4,52 CHF | 4,53 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 912 965 CHF | 914 965 CHF | 96,27% | 96,27% |
07/11/2024 | 0,22% | 4,78 CHF | 4,79 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 962 485 CHF | 964 616 CHF | 99,13% | 99,13% |