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 | 0,25% | 4,09 CHF | 4,10 CHF | 50 000 | 50 000 | 49 530 | 49 529 | 201 843 CHF | 202 332 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 50 000 | 50 000 | 49 524 | 49 523 | 200 138 CHF | 200 627 CHF | 98,73% | 98,73% |
18/11/2024 | 0,24% | 4,04 CHF | 4,05 CHF | 50 000 | 50 000 | 49 531 | 49 529 | 205 326 CHF | 205 811 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,27 CHF | 4,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 212 173 CHF | 212 673 CHF | 70,80% | 70,80% |
14/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 50 000 | 50 000 | 49 530 | 49 527 | 216 207 CHF | 216 687 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 4,29 CHF | 4,30 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 209 995 CHF | 210 491 CHF | 99,83% | 99,83% |
12/11/2024 | 0,24% | 4,26 CHF | 4,27 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 206 957 CHF | 207 452 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 50 000 | 50 000 | 49 531 | 49 530 | 196 060 CHF | 196 553 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 191 844 CHF | 192 340 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 191 824 CHF | 192 320 CHF | 100,00% | 100,00% |