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% | 4,47 CHF | 4,48 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 222 170 CHF | 222 666 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 218 493 CHF | 218 985 CHF | 61,62% | 61,62% |
18/11/2024 | 0,23% | 4,45 CHF | 4,46 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 214 565 CHF | 215 060 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 217 513 CHF | 218 013 CHF | 70,44% | 70,44% |
14/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 218 866 CHF | 219 360 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 214 663 CHF | 215 159 CHF | 99,69% | 99,69% |
12/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 215 675 CHF | 216 171 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 217 140 CHF | 217 636 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,44 CHF | 4,45 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 223 082 CHF | 223 578 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 224 000 CHF | 224 495 CHF | 100,00% | 100,00% |