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% | 4,04 CHF | 4,05 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 401 668 CHF | 201 334 CHF | 98,55% | 98,55% |
19/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 392 386 CHF | 196 693 CHF | 97,19% | 97,19% |
18/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 386 414 CHF | 193 707 CHF | 95,52% | 95,52% |
15/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 385 906 CHF | 193 453 CHF | 95,85% | 95,85% |
14/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 388 220 CHF | 194 610 CHF | 98,70% | 98,70% |
13/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 387 803 CHF | 194 401 CHF | 95,41% | 95,41% |
12/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 379 004 CHF | 190 002 CHF | 96,54% | 96,54% |
11/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 380 826 CHF | 190 913 CHF | 97,97% | 97,97% |
08/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 381 133 CHF | 191 066 CHF | 93,03% | 93,03% |
07/11/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 378 855 CHF | 189 928 CHF | 97,71% | 97,71% |