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 | 0,30% | 4,32 CHF | 4,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 220 CHF | 219 883 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 4,14 CHF | 4,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 205 483 CHF | 206 159 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 4,18 CHF | 4,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 207 245 CHF | 207 895 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 4,17 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 316 CHF | 210 961 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 4,25 CHF | 4,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 213 000 CHF | 213 662 CHF | 99,52% | 99,52% |
13/11/2024 | 0,33% | 4,30 CHF | 4,32 CHF | 50 000 | 50 000 | 49 441 | 49 441 | 213 629 CHF | 214 323 CHF | 99,32% | 99,32% |
12/11/2024 | 0,32% | 4,32 CHF | 4,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 221 951 CHF | 222 669 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 4,55 CHF | 4,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 227 638 CHF | 228 332 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 4,43 CHF | 4,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 853 CHF | 220 510 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 4,42 CHF | 4,43 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 215 690 CHF | 216 371 CHF | 99,13% | 99,13% |