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 | 0,23% | 4,18 CHF | 4,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 214 285 CHF | 214 785 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,18 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 206 288 CHF | 206 788 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 673 CHF | 212 173 CHF | 100,00% | 100,00% |
15/11/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 220 208 CHF | 220 708 CHF | 100,00% | 100,00% |
14/11/2024 | 0,23% | 4,45 CHF | 4,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 221 385 CHF | 221 885 CHF | 99,22% | 99,22% |
13/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 211 833 CHF | 212 332 CHF | 99,36% | 99,36% |
12/11/2024 | 0,23% | 4,26 CHF | 4,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 221 146 CHF | 221 646 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,57 CHF | 4,58 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 221 379 CHF | 221 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 500 CHF | 220 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,44 CHF | 4,45 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 215 031 CHF | 215 525 CHF | 98,73% | 98,73% |