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% | 4,39 CHF | 4,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 222 828 CHF | 223 490 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 4,21 CHF | 4,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 209 158 CHF | 209 793 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 4,25 CHF | 4,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 855 CHF | 211 492 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 4,24 CHF | 4,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 213 927 CHF | 214 613 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 4,32 CHF | 4,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 216 603 CHF | 217 291 CHF | 99,52% | 99,52% |
13/11/2024 | 0,29% | 4,38 CHF | 4,39 CHF | 50 000 | 50 000 | 49 441 | 49 441 | 217 254 CHF | 217 886 CHF | 99,32% | 99,32% |
12/11/2024 | 0,28% | 4,39 CHF | 4,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 225 630 CHF | 226 263 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 4,62 CHF | 4,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 231 243 CHF | 231 931 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 4,50 CHF | 4,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 223 435 CHF | 224 141 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 4,49 CHF | 4,51 CHF | 50 000 | 50 000 | 48 703 | 48 703 | 219 239 CHF | 219 862 CHF | 99,13% | 99,13% |