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% | 4,02 CHF | 4,03 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 82 295 CHF | 41 247 CHF | 99,99% | 99,99% |
19/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 83 258 CHF | 41 729 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 82 718 CHF | 41 459 CHF | 99,77% | 99,77% |
15/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 82 122 CHF | 41 161 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 79 008 CHF | 39 604 CHF | 95,92% | 95,92% |
13/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 72 795 CHF | 36 497 CHF | 97,50% | 97,50% |
12/11/2024 | 0,26% | 3,61 CHF | 3,62 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 77 054 CHF | 38 627 CHF | 98,70% | 98,70% |
11/11/2024 | 0,24% | 3,99 CHF | 4,00 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 82 026 CHF | 41 113 CHF | 95,92% | 95,92% |
08/11/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 84 025 CHF | 42 113 CHF | 84,64% | 84,64% |
07/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 88 327 CHF | 44 263 CHF | 99,99% | 99,99% |