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 | 0,70% | 4,49 CHF | 4,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 224 528 CHF | 226 111 CHF | 19,61% | 19,61% |
19/11/2024 | 0,54% | 4,33 CHF | 4,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 214 404 CHF | 215 575 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 4,40 CHF | 4,43 CHF | 50 000 | 50 000 | 44 486 | 44 486 | 194 295 CHF | 195 426 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 4,32 CHF | 4,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 216 793 CHF | 218 034 CHF | 99,48% | 99,48% |
14/11/2024 | 0,54% | 4,43 CHF | 4,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 218 703 CHF | 219 882 CHF | 99,44% | 99,44% |
13/11/2024 | 0,54% | 4,33 CHF | 4,35 CHF | 50 000 | 50 000 | 49 555 | 49 555 | 214 644 CHF | 215 812 CHF | 98,80% | 98,80% |
12/11/2024 | 0,52% | 4,39 CHF | 4,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 223 971 CHF | 225 147 CHF | 98,33% | 98,33% |
11/11/2024 | 0,54% | 4,58 CHF | 4,60 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 220 382 CHF | 221 558 CHF | 98,65% | 98,65% |
08/11/2024 | 0,55% | 4,41 CHF | 4,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 221 244 CHF | 222 475 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 4,63 CHF | 4,65 CHF | 50 000 | 50 000 | 48 701 | 48 701 | 226 504 CHF | 227 738 CHF | 98,94% | 98,94% |