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 | 0,33% | 4,61 CHF | 4,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 229 793 CHF | 230 543 CHF | 14,13% | 100,00% |
19/11/2024 | 0,32% | 4,54 CHF | 4,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 229 164 CHF | 229 900 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 4,49 CHF | 4,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 220 067 CHF | 220 818 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 4,22 CHF | 4,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 243 CHF | 209 997 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 4,15 CHF | 4,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 201 156 CHF | 201 908 CHF | 99,56% | 99,56% |
13/11/2024 | 0,38% | 4,12 CHF | 4,14 CHF | 50 000 | 50 000 | 49 704 | 49 704 | 204 206 CHF | 204 979 CHF | 99,32% | 99,32% |
12/11/2024 | 0,44% | 4,05 CHF | 4,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 277 CHF | 209 187 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 4,30 CHF | 4,31 CHF | 50 000 | 50 000 | 41 256 | 41 256 | 179 391 CHF | 180 163 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 3,90 CHF | 3,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 015 CHF | 195 881 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 4,01 CHF | 4,03 CHF | 50 000 | 50 000 | 35 694 | 35 694 | 143 691 CHF | 144 426 CHF | 97,53% | 97,53% |