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 | 0,24% | 4,08 CHF | 4,09 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 833 062 CHF | 835 062 CHF | 99,03% | 99,03% |
19/11/2024 | 0,25% | 4,13 CHF | 4,14 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 814 494 CHF | 816 494 CHF | 97,63% | 97,63% |
18/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 626 731 CHF | 628 231 CHF | 99,03% | 99,03% |
15/11/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 655 844 CHF | 657 344 CHF | 99,14% | 99,14% |
14/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 686 150 CHF | 687 650 CHF | 97,48% | 97,48% |
13/11/2024 | 0,23% | 4,47 CHF | 4,48 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 654 371 CHF | 655 871 CHF | 99,22% | 99,22% |
12/11/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 640 627 CHF | 642 127 CHF | 99,18% | 99,18% |
11/11/2024 | 0,23% | 4,27 CHF | 4,28 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 648 750 CHF | 650 250 CHF | 99,34% | 99,34% |
08/11/2024 | 0,23% | 4,31 CHF | 4,32 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 647 438 CHF | 648 938 CHF | 99,45% | 99,45% |
07/11/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 639 805 CHF | 641 305 CHF | 99,28% | 99,28% |