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% | 4,17 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 213 785 CHF | 214 285 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 205 788 CHF | 206 288 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 173 CHF | 211 673 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 708 CHF | 220 208 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 220 835 CHF | 221 335 CHF | 99,22% | 99,22% |
13/11/2024 | 0,24% | 4,31 CHF | 4,32 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 211 338 CHF | 211 837 CHF | 99,36% | 99,36% |
12/11/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 220 596 CHF | 221 096 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,56 CHF | 4,57 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 220 892 CHF | 221 392 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 000 CHF | 219 500 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,43 CHF | 4,44 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 214 546 CHF | 215 041 CHF | 98,73% | 98,73% |