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 | 500 000 | 500 000 | 500 000 | 500 000 | 2 074 200 CHF | 2 079 200 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 047 630 CHF | 2 052 630 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 997 680 CHF | 2 002 680 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 009 050 CHF | 2 014 050 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 041 760 CHF | 2 046 760 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 999 280 CHF | 2 004 280 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 009 570 CHF | 2 014 570 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 023 790 CHF | 2 028 790 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 086 260 CHF | 2 091 260 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 095 550 CHF | 2 100 550 CHF | 100,00% | 100,00% |