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% | 4,11 CHF | 4,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 204 576 CHF | 205 076 CHF | 99,46% | 99,46% |
19/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 881 CHF | 203 381 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 106 CHF | 208 606 CHF | 99,29% | 99,29% |
15/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 213 164 CHF | 213 664 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 177 CHF | 219 677 CHF | 100,00% | 100,00% |
13/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 212 707 CHF | 213 207 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 645 CHF | 210 145 CHF | 99,80% | 99,80% |
11/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 198 669 CHF | 199 169 CHF | 99,77% | 99,77% |
08/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 194 217 CHF | 194 717 CHF | 99,16% | 99,16% |
07/11/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 194 327 CHF | 194 827 CHF | 99,96% | 99,96% |