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 | 0,23% | 4,28 CHF | 4,29 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 425 636 CHF | 213 318 CHF | 98,53% | 98,53% |
19/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 416 336 CHF | 208 668 CHF | 97,18% | 97,18% |
18/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 410 424 CHF | 205 712 CHF | 95,59% | 95,59% |
15/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 409 986 CHF | 205 493 CHF | 95,85% | 95,85% |
14/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 412 261 CHF | 206 630 CHF | 98,70% | 98,70% |
13/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 411 874 CHF | 206 437 CHF | 95,57% | 95,57% |
12/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 403 038 CHF | 202 019 CHF | 96,42% | 96,42% |
11/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 404 880 CHF | 202 940 CHF | 97,96% | 97,96% |
08/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 405 260 CHF | 203 130 CHF | 93,02% | 93,02% |
07/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 403 063 CHF | 202 032 CHF | 97,69% | 97,69% |