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% | 4,31 CHF | 4,32 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 364 988 CHF | 365 838 CHF | 99,39% | 99,39% |
19/11/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 364 606 CHF | 365 456 CHF | 99,28% | 99,28% |
18/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 422 829 CHF | 423 829 CHF | 99,27% | 99,27% |
15/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 421 410 CHF | 422 410 CHF | 99,39% | 99,39% |
14/11/2024 | 0,23% | 4,26 CHF | 4,27 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 429 105 CHF | 430 105 CHF | 99,39% | 99,39% |
13/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 431 157 CHF | 432 157 CHF | 99,36% | 99,36% |
12/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 420 150 CHF | 421 150 CHF | 99,08% | 99,08% |
11/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 420 076 CHF | 421 076 CHF | 99,30% | 99,30% |
08/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 422 889 CHF | 423 889 CHF | 99,39% | 99,39% |
07/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 410 396 CHF | 411 396 CHF | 99,28% | 99,28% |