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 | 0,22% | 4,36 CHF | 4,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 223 285 CHF | 223 785 CHF | 100,00% | 100,00% |
19/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 215 288 CHF | 215 788 CHF | 100,00% | 100,00% |
18/11/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 220 673 CHF | 221 173 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,58 CHF | 4,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 229 208 CHF | 229 708 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 230 335 CHF | 230 835 CHF | 99,22% | 99,22% |
13/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 49 448 | 49 448 | 220 733 CHF | 221 232 CHF | 99,36% | 99,36% |
12/11/2024 | 0,22% | 4,44 CHF | 4,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 230 096 CHF | 230 596 CHF | 100,00% | 100,00% |
11/11/2024 | 0,22% | 4,75 CHF | 4,76 CHF | 50 000 | 50 000 | 48 734 | 48 734 | 230 151 CHF | 230 651 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 228 500 CHF | 229 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,62 CHF | 4,63 CHF | 50 000 | 50 000 | 48 436 | 48 436 | 223 701 CHF | 224 195 CHF | 98,73% | 98,73% |