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 | 0,20% | 4,51 CHF | 4,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 230 535 CHF | 230 985 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 222 488 CHF | 222 988 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 227 873 CHF | 228 373 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 4,72 CHF | 4,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 236 408 CHF | 236 908 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 4,78 CHF | 4,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 237 585 CHF | 238 085 CHF | 99,22% | 99,22% |
13/11/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 227 854 CHF | 228 353 CHF | 99,36% | 99,36% |
12/11/2024 | 0,23% | 4,59 CHF | 4,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 237 296 CHF | 237 846 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,89 CHF | 4,90 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 237 169 CHF | 237 669 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 235 700 CHF | 236 200 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,77 CHF | 4,78 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 230 724 CHF | 231 219 CHF | 98,73% | 98,73% |