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% | 4,06 CHF | 4,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 207 985 CHF | 208 435 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,05 CHF | 4,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 199 988 CHF | 200 438 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 205 373 CHF | 205 873 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,27 CHF | 4,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 213 908 CHF | 214 408 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 215 035 CHF | 215 535 CHF | 99,22% | 99,22% |
13/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 205 603 CHF | 206 101 CHF | 99,36% | 99,36% |
12/11/2024 | 0,23% | 4,14 CHF | 4,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 214 846 CHF | 215 346 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,44 CHF | 4,45 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 215 239 CHF | 215 739 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,26 CHF | 4,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 213 200 CHF | 213 700 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 208 928 CHF | 209 422 CHF | 98,73% | 98,73% |