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 | 0,35% | 3,97 CHF | 3,98 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 101 884 CHF | 102 242 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 4,12 CHF | 4,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 102 319 CHF | 102 668 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 4,16 CHF | 4,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 102 878 CHF | 103 226 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 4,26 CHF | 4,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 109 394 CHF | 109 752 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 4,53 CHF | 4,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 112 918 CHF | 113 281 CHF | 99,52% | 99,52% |
13/11/2024 | 0,33% | 4,37 CHF | 4,39 CHF | 25 000 | 25 000 | 24 889 | 24 889 | 109 233 CHF | 109 588 CHF | 99,32% | 99,32% |
12/11/2024 | 0,34% | 4,47 CHF | 4,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 113 591 CHF | 113 979 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 4,60 CHF | 4,62 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 115 663 CHF | 116 020 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 4,54 CHF | 4,56 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 113 001 CHF | 113 374 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 4,54 CHF | 4,55 CHF | 25 000 | 25 000 | 24 741 | 24 741 | 112 158 CHF | 112 547 CHF | 99,13% | 99,13% |