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 | 0,23% | 4,25 CHF | 4,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 172 020 CHF | 172 420 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 106 516 CHF | 106 766 CHF | 99,90% | 99,90% |
18/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 108 787 CHF | 109 037 CHF | 99,89% | 99,89% |
15/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 108 216 CHF | 108 466 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,26 CHF | 4,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 105 663 CHF | 105 913 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 99 647 CHF | 99 897 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 3,94 CHF | 3,95 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 103 014 CHF | 103 264 CHF | 99,72% | 99,72% |
11/11/2024 | 0,23% | 4,24 CHF | 4,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 106 911 CHF | 107 161 CHF | 99,91% | 99,91% |
08/11/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 107 717 CHF | 107 967 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 111 064 CHF | 111 314 CHF | 99,91% | 99,91% |