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 | 0,21% | 4,68 CHF | 4,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 398 240 CHF | 467 082 CHF | 98,95% | 98,95% |
19/11/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 392 670 CHF | 465 225 CHF | 90,65% | 90,65% |
18/11/2024 | 0,21% | 4,66 CHF | 4,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 397 310 CHF | 466 769 CHF | 96,89% | 96,89% |
15/11/2024 | 0,21% | 4,65 CHF | 4,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 394 230 CHF | 465 743 CHF | 98,31% | 98,31% |
14/11/2024 | 0,21% | 4,63 CHF | 4,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 395 560 CHF | 466 185 CHF | 98,11% | 98,11% |
13/11/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 390 220 CHF | 464 407 CHF | 96,05% | 96,05% |
12/11/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 359 570 CHF | 454 191 CHF | 95,02% | 95,02% |
11/11/2024 | 0,23% | 4,26 CHF | 4,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 278 420 CHF | 427 140 CHF | 98,43% | 98,43% |
08/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 292 490 CHF | 431 829 CHF | 93,15% | 93,15% |
07/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 285 300 CHF | 429 434 CHF | 98,30% | 98,30% |