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% | 4,16 CHF | 4,17 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 168 602 CHF | 169 002 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 104 387 CHF | 104 637 CHF | 99,90% | 99,90% |
18/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 106 652 CHF | 106 902 CHF | 99,88% | 99,88% |
15/11/2024 | 0,24% | 4,26 CHF | 4,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 106 068 CHF | 106 318 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 103 525 CHF | 103 775 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 97 506 CHF | 97 756 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,85 CHF | 3,86 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 100 875 CHF | 101 125 CHF | 99,70% | 99,70% |
11/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 104 766 CHF | 105 016 CHF | 99,91% | 99,91% |
08/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 105 574 CHF | 105 824 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 108 916 CHF | 109 166 CHF | 99,91% | 99,91% |