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 | 0,73% | 4,16 CHF | 4,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 207 937 CHF | 209 465 CHF | 19,51% | 19,51% |
19/11/2024 | 0,59% | 4,00 CHF | 4,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 197 786 CHF | 198 961 CHF | 99,58% | 99,58% |
18/11/2024 | 0,68% | 4,07 CHF | 4,10 CHF | 50 000 | 50 000 | 44 486 | 44 486 | 179 497 CHF | 180 672 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 3,99 CHF | 4,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 200 209 CHF | 201 435 CHF | 99,46% | 99,46% |
14/11/2024 | 0,61% | 4,10 CHF | 4,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 067 CHF | 203 301 CHF | 99,44% | 99,44% |
13/11/2024 | 0,59% | 3,99 CHF | 4,02 CHF | 50 000 | 50 000 | 49 555 | 49 555 | 198 211 CHF | 199 382 CHF | 98,80% | 98,80% |
12/11/2024 | 0,60% | 4,06 CHF | 4,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 207 329 CHF | 208 572 CHF | 98,44% | 98,44% |
11/11/2024 | 0,59% | 4,25 CHF | 4,27 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 204 171 CHF | 205 375 CHF | 98,65% | 98,65% |
08/11/2024 | 0,61% | 4,07 CHF | 4,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 204 637 CHF | 205 889 CHF | 100,00% | 100,00% |
07/11/2024 | 0,58% | 4,29 CHF | 4,32 CHF | 50 000 | 50 000 | 48 701 | 48 701 | 210 359 CHF | 211 571 CHF | 98,94% | 98,94% |