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 | 0,24% | 4,12 CHF | 4,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 935 CHF | 211 435 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 938 CHF | 203 438 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 323 CHF | 208 823 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 216 908 CHF | 217 408 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 218 035 CHF | 218 535 CHF | 99,22% | 99,22% |
13/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 208 569 CHF | 209 068 CHF | 99,36% | 99,36% |
12/11/2024 | 0,25% | 4,20 CHF | 4,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 217 796 CHF | 218 346 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 218 163 CHF | 218 663 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,32 CHF | 4,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 216 200 CHF | 216 700 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,38 CHF | 4,39 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 211 834 CHF | 212 329 CHF | 98,73% | 98,73% |