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% | 4,13 CHF | 4,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 312 856 CHF | 313 606 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 299 123 CHF | 299 873 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 300 811 CHF | 301 561 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 303 876 CHF | 304 626 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 306 544 CHF | 307 294 CHF | 99,52% | 99,52% |
13/11/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 75 000 | 75 000 | 74 441 | 74 441 | 307 287 CHF | 308 038 CHF | 99,32% | 99,32% |
12/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 315 486 CHF | 316 236 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 321 181 CHF | 321 931 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 313 356 CHF | 314 106 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,19 CHF | 4,20 CHF | 75 000 | 75 000 | 73 703 | 73 703 | 309 411 CHF | 310 168 CHF | 99,13% | 99,13% |