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% | 4,06 CHF | 4,07 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 201 894 CHF | 202 388 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 198 416 CHF | 198 908 CHF | 61,62% | 61,62% |
18/11/2024 | 0,26% | 4,04 CHF | 4,05 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 194 252 CHF | 194 748 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 196 997 CHF | 197 497 CHF | 70,46% | 70,46% |
14/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 198 524 CHF | 199 019 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 194 464 CHF | 194 960 CHF | 99,95% | 99,95% |
12/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 195 513 CHF | 196 008 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 197 013 CHF | 197 509 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 203 118 CHF | 203 614 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,17 CHF | 4,18 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 203 985 CHF | 204 480 CHF | 100,00% | 100,00% |