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 | 0,23% | 4,32 CHF | 4,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 288 660 CHF | 430 553 CHF | 98,95% | 98,95% |
19/11/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 282 950 CHF | 428 651 CHF | 90,65% | 90,65% |
18/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 287 210 CHF | 430 071 CHF | 96,88% | 96,88% |
15/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 283 810 CHF | 428 938 CHF | 98,32% | 98,32% |
14/11/2024 | 0,23% | 4,26 CHF | 4,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 285 480 CHF | 429 494 CHF | 98,11% | 98,11% |
13/11/2024 | 0,23% | 4,28 CHF | 4,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 280 010 CHF | 427 671 CHF | 96,11% | 96,11% |
12/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 249 420 CHF | 417 473 CHF | 95,03% | 95,03% |
11/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 168 050 CHF | 390 349 CHF | 98,40% | 98,40% |
08/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 182 140 CHF | 395 045 CHF | 93,17% | 93,17% |
07/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 174 350 CHF | 392 450 CHF | 98,31% | 98,31% |