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% | 4,12 CHF | 4,13 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 198 648 CHF | 199 128 CHF | 99,48% | 99,48% |
19/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 197 124 CHF | 197 604 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 192 720 CHF | 193 200 CHF | 99,89% | 99,89% |
15/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 324 CHF | 195 824 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 191 200 CHF | 191 700 CHF | 98,57% | 98,57% |
13/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 193 430 CHF | 193 930 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 194 789 CHF | 195 289 CHF | 99,88% | 99,88% |
11/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 191 579 CHF | 192 059 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 188 072 CHF | 188 572 CHF | 98,29% | 98,29% |
07/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 190 934 CHF | 191 434 CHF | 100,00% | 100,00% |