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 | 0,23% | 4,23 CHF | 4,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 321 637 CHF | 322 387 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 318 468 CHF | 319 218 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,27 CHF | 4,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 317 575 CHF | 318 325 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 314 361 CHF | 315 111 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 307 145 CHF | 307 895 CHF | 99,57% | 99,57% |
13/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 298 339 CHF | 299 093 CHF | 99,32% | 99,32% |
12/11/2024 | 0,25% | 3,92 CHF | 3,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 300 118 CHF | 300 868 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 307 604 CHF | 308 354 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 298 762 CHF | 299 512 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 4,09 CHF | 4,10 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 302 642 CHF | 303 405 CHF | 99,13% | 99,13% |