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 | 0,21% | 4,71 CHF | 4,72 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 699 933 CHF | 701 433 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,72 CHF | 4,73 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 719 737 CHF | 721 237 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,78 CHF | 4,79 CHF | 150 000 | 150 000 | 150 000 | 149 999 | 693 430 CHF | 694 926 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 675 622 CHF | 677 122 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 640 703 CHF | 642 203 CHF | 99,79% | 99,79% |
13/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 693 469 CHF | 694 969 CHF | 100,00% | 100,00% |
12/11/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 665 420 CHF | 666 920 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,43 CHF | 4,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 704 288 CHF | 705 788 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 728 915 CHF | 730 415 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,98 CHF | 4,99 CHF | 150 000 | 150 000 | 149 996 | 149 996 | 720 748 CHF | 722 248 CHF | 99,48% | 99,48% |