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 | 0,22% | 4,51 CHF | 4,52 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 345 150 CHF | 449 382 CHF | 98,96% | 98,96% |
19/11/2024 | 0,22% | 4,47 CHF | 4,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 339 550 CHF | 447 518 CHF | 90,67% | 90,67% |
18/11/2024 | 0,22% | 4,49 CHF | 4,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 343 950 CHF | 448 982 CHF | 96,79% | 96,79% |
15/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 340 720 CHF | 447 906 CHF | 98,33% | 98,33% |
14/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 342 260 CHF | 448 419 CHF | 98,11% | 98,11% |
13/11/2024 | 0,22% | 4,47 CHF | 4,48 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 336 860 CHF | 446 619 CHF | 95,95% | 95,95% |
12/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 306 230 CHF | 436 408 CHF | 95,13% | 95,13% |
11/11/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 224 900 CHF | 409 301 CHF | 98,41% | 98,41% |
08/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 239 100 CHF | 414 033 CHF | 93,17% | 93,17% |
07/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 231 530 CHF | 411 510 CHF | 98,28% | 98,28% |