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% | 4,38 CHF | 4,39 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 894 140 CHF | 896 140 CHF | 98,88% | 98,88% |
19/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 875 323 CHF | 877 323 CHF | 97,58% | 97,58% |
18/11/2024 | 0,22% | 4,46 CHF | 4,47 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 672 523 CHF | 674 023 CHF | 99,36% | 99,36% |
15/11/2024 | 0,21% | 4,50 CHF | 4,51 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 701 936 CHF | 703 436 CHF | 97,88% | 97,88% |
14/11/2024 | 0,20% | 4,79 CHF | 4,80 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 732 297 CHF | 733 797 CHF | 94,69% | 94,69% |
13/11/2024 | 0,21% | 4,77 CHF | 4,78 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 700 014 CHF | 701 514 CHF | 99,20% | 99,20% |
12/11/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 686 211 CHF | 687 711 CHF | 99,19% | 99,19% |
11/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 694 175 CHF | 695 675 CHF | 99,38% | 99,38% |
08/11/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 692 463 CHF | 693 963 CHF | 99,46% | 99,46% |
07/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 684 964 CHF | 686 464 CHF | 99,26% | 99,26% |