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 | 0,25% | 3,92 CHF | 3,93 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 802 490 CHF | 804 490 CHF | 99,00% | 99,00% |
19/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 784 026 CHF | 786 026 CHF | 97,62% | 97,62% |
18/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 603 729 CHF | 605 229 CHF | 99,10% | 99,10% |
15/11/2024 | 0,24% | 4,05 CHF | 4,06 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 633 098 CHF | 634 598 CHF | 97,89% | 97,89% |
14/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 663 371 CHF | 664 871 CHF | 94,67% | 94,67% |
13/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 631 545 CHF | 633 045 CHF | 99,14% | 99,14% |
12/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 617 825 CHF | 619 325 CHF | 99,13% | 99,13% |
11/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 626 042 CHF | 627 542 CHF | 99,34% | 99,34% |
08/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 624 927 CHF | 626 427 CHF | 99,42% | 99,42% |
07/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 617 196 CHF | 618 696 CHF | 99,31% | 99,31% |