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 | 0,26% | 3,89 CHF | 3,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 193 652 CHF | 194 152 CHF | 99,45% | 99,45% |
19/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 192 000 CHF | 192 500 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 3,84 CHF | 3,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 197 162 CHF | 197 662 CHF | 99,29% | 99,29% |
15/11/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 204 CHF | 202 704 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 212 CHF | 208 712 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 201 812 CHF | 202 312 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 198 765 CHF | 199 265 CHF | 99,78% | 99,78% |
11/11/2024 | 0,27% | 3,87 CHF | 3,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 187 812 CHF | 188 312 CHF | 99,77% | 99,77% |
08/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 469 CHF | 183 969 CHF | 99,16% | 99,16% |
07/11/2024 | 0,27% | 3,58 CHF | 3,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 523 CHF | 184 023 CHF | 100,00% | 100,00% |