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% | 4,21 CHF | 4,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 117 440 CHF | 2 122 440 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 082 980 CHF | 2 087 980 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,18 CHF | 4,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 032 680 CHF | 2 037 680 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 052 250 CHF | 2 057 250 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 084 030 CHF | 2 089 030 CHF | 99,79% | 99,79% |
13/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 044 690 CHF | 2 049 690 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 057 440 CHF | 2 062 440 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 080 010 CHF | 2 085 010 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,24 CHF | 4,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 149 520 CHF | 2 154 520 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 161 600 CHF | 2 166 600 CHF | 100,00% | 100,00% |