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 | 0,50% | 3,86 CHF | 3,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 197 858 CHF | 198 848 CHF | 99,28% | 99,28% |
19/11/2024 | 0,52% | 3,85 CHF | 3,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 190 195 CHF | 191 184 CHF | 98,46% | 98,46% |
18/11/2024 | 0,57% | 3,91 CHF | 3,93 CHF | 50 000 | 50 000 | 43 383 | 43 383 | 169 294 CHF | 170 206 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 4,06 CHF | 4,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 203 269 CHF | 204 269 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 4,11 CHF | 4,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 204 305 CHF | 205 305 CHF | 99,22% | 99,22% |
13/11/2024 | 0,51% | 3,98 CHF | 4,00 CHF | 50 000 | 50 000 | 49 438 | 49 438 | 195 202 CHF | 196 195 CHF | 97,43% | 97,43% |
12/11/2024 | 0,49% | 3,93 CHF | 3,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 204 098 CHF | 205 105 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 4,22 CHF | 4,24 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 204 627 CHF | 205 614 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 4,05 CHF | 4,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 489 CHF | 203 489 CHF | 96,01% | 96,01% |
07/11/2024 | 0,50% | 4,10 CHF | 4,12 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 198 486 CHF | 199 465 CHF | 98,73% | 98,73% |