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 | 0,25% | 3,97 CHF | 3,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 203 685 CHF | 204 185 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 688 CHF | 196 188 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 201 073 CHF | 201 573 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 658 CHF | 210 158 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 785 CHF | 211 285 CHF | 99,22% | 99,22% |
13/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 201 350 CHF | 201 849 CHF | 99,36% | 99,36% |
12/11/2024 | 0,24% | 4,05 CHF | 4,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 546 CHF | 211 046 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,35 CHF | 4,36 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 211 048 CHF | 211 548 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,18 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 950 CHF | 209 450 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,23 CHF | 4,24 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 204 762 CHF | 205 257 CHF | 98,73% | 98,73% |