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 | 0,29% | 4,27 CHF | 4,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 216 584 CHF | 217 220 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 4,09 CHF | 4,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 851 CHF | 203 483 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 4,13 CHF | 4,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 204 583 CHF | 205 245 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 4,11 CHF | 4,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 207 647 CHF | 208 316 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 4,19 CHF | 4,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 344 CHF | 211 000 CHF | 99,52% | 99,52% |
13/11/2024 | 0,34% | 4,25 CHF | 4,26 CHF | 50 000 | 50 000 | 49 441 | 49 441 | 211 021 CHF | 211 728 CHF | 99,32% | 99,32% |
12/11/2024 | 0,32% | 4,26 CHF | 4,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 322 CHF | 220 018 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 225 003 CHF | 225 703 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 4,38 CHF | 4,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 217 222 CHF | 217 911 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 4,37 CHF | 4,38 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 213 156 CHF | 213 802 CHF | 99,13% | 99,13% |