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% | 3,96 CHF | 3,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 217 410 CHF | 406 804 CHF | 91,44% | 91,44% |
19/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 192 230 CHF | 398 408 CHF | 98,78% | 98,78% |
18/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 207 830 CHF | 403 609 CHF | 95,62% | 95,62% |
15/11/2024 | 0,24% | 4,04 CHF | 4,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 244 970 CHF | 415 990 CHF | 99,45% | 99,45% |
14/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 260 340 CHF | 421 114 CHF | 99,43% | 99,43% |
13/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 232 440 CHF | 411 812 CHF | 94,86% | 94,86% |
12/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 211 680 CHF | 404 894 CHF | 96,95% | 96,95% |
11/11/2024 | 0,24% | 4,03 CHF | 4,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 232 470 CHF | 411 824 CHF | 99,44% | 99,44% |
08/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 236 830 CHF | 413 277 CHF | 99,24% | 99,24% |
07/11/2024 | 0,25% | 4,13 CHF | 4,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 222 710 CHF | 408 571 CHF | 98,66% | 98,66% |