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 | 0,93% | 5,08 CHF | 5,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 255 369 CHF | 257 763 CHF | 89,78% | 89,78% |
19/11/2024 | 0,59% | 5,00 CHF | 5,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 252 536 CHF | 254 025 CHF | 98,83% | 98,83% |
18/11/2024 | 0,65% | 4,97 CHF | 5,00 CHF | 50 000 | 50 000 | 44 761 | 44 761 | 217 884 CHF | 219 218 CHF | 97,45% | 97,45% |
15/11/2024 | 0,62% | 4,68 CHF | 4,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 232 442 CHF | 233 891 CHF | 97,07% | 97,07% |
14/11/2024 | 0,63% | 4,62 CHF | 4,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 224 449 CHF | 225 866 CHF | 97,08% | 97,08% |
13/11/2024 | 0,58% | 4,59 CHF | 4,62 CHF | 50 000 | 50 000 | 49 698 | 49 698 | 227 525 CHF | 228 852 CHF | 97,16% | 97,16% |
12/11/2024 | 0,62% | 4,51 CHF | 4,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 231 496 CHF | 232 927 CHF | 98,02% | 98,02% |
11/11/2024 | 0,66% | 4,76 CHF | 4,79 CHF | 50 000 | 50 000 | 41 363 | 41 363 | 199 161 CHF | 200 433 CHF | 99,35% | 99,35% |
08/11/2024 | 0,64% | 4,36 CHF | 4,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 218 109 CHF | 219 515 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 4,49 CHF | 4,52 CHF | 50 000 | 50 000 | 25 195 | 25 195 | 111 580 CHF | 112 480 CHF | 56,25% | 56,25% |