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 | 0,24% | 4,16 CHF | 4,17 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 945 841 CHF | 316 030 CHF | 99,41% | 99,41% |
19/11/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 910 214 CHF | 304 155 CHF | 96,69% | 96,69% |
18/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 994 095 CHF | 332 115 CHF | 97,61% | 97,61% |
15/11/2024 | 0,21% | 4,60 CHF | 4,61 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 709 827 CHF | 237 109 CHF | 96,55% | 96,55% |
14/11/2024 | 0,21% | 4,87 CHF | 4,88 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 706 500 CHF | 236 000 CHF | 99,39% | 99,39% |
13/11/2024 | 0,22% | 4,57 CHF | 4,58 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 689 263 CHF | 230 254 CHF | 99,39% | 99,39% |
12/11/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 691 360 CHF | 230 953 CHF | 99,36% | 99,36% |
11/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 684 726 CHF | 228 742 CHF | 99,36% | 99,36% |
08/11/2024 | 0,22% | 4,46 CHF | 4,47 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 666 157 CHF | 222 552 CHF | 99,30% | 99,30% |
07/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 687 575 CHF | 229 692 CHF | 98,70% | 98,70% |