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% | 4,23 CHF | 4,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 216 785 CHF | 217 285 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,22 CHF | 4,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 788 CHF | 209 288 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 214 173 CHF | 214 673 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 222 708 CHF | 223 208 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 223 835 CHF | 224 335 CHF | 99,22% | 99,22% |
13/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 214 305 CHF | 214 804 CHF | 99,36% | 99,36% |
12/11/2024 | 0,22% | 4,31 CHF | 4,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 223 596 CHF | 224 096 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,62 CHF | 4,63 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 223 816 CHF | 224 316 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,44 CHF | 4,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 222 000 CHF | 222 500 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,49 CHF | 4,50 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 217 404 CHF | 217 899 CHF | 98,73% | 98,73% |