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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,23% | 4,27 CHF | 4,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 290 810 CHF | 431 268 CHF | 99,17% | 99,17% |
20/11/2024 | 0,23% | 4,34 CHF | 4,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 289 170 CHF | 430 723 CHF | 99,41% | 99,41% |
19/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 303 800 CHF | 435 600 CHF | 99,41% | 99,41% |
18/11/2024 | 0,23% | 4,24 CHF | 4,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 279 430 CHF | 427 478 CHF | 97,56% | 97,56% |
15/11/2024 | 0,23% | 4,26 CHF | 4,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 277 480 CHF | 426 828 CHF | 99,41% | 99,41% |
14/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 294 700 CHF | 432 566 CHF | 99,41% | 99,41% |
13/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 316 510 CHF | 439 838 CHF | 97,07% | 97,07% |
12/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 291 000 CHF | 431 334 CHF | 96,85% | 96,85% |
11/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 235 510 CHF | 412 836 CHF | 99,38% | 99,38% |
08/11/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 243 080 CHF | 415 359 CHF | 96,65% | 96,65% |