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% | 4,30 CHF | 4,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 985 CHF | 220 485 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,29 CHF | 4,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 988 CHF | 212 488 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 217 373 CHF | 217 873 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 225 908 CHF | 226 408 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 227 035 CHF | 227 535 CHF | 99,22% | 99,22% |
13/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 217 470 CHF | 217 968 CHF | 99,36% | 99,36% |
12/11/2024 | 0,22% | 4,38 CHF | 4,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 226 796 CHF | 227 296 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,68 CHF | 4,69 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 226 935 CHF | 227 435 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 225 200 CHF | 225 700 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,56 CHF | 4,57 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 220 504 CHF | 220 998 CHF | 98,73% | 98,73% |