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 | 0,22% | 4,49 CHF | 4,50 CHF | 250 000 | 250 000 | 93 419 | 93 419 | 422 972 CHF | 423 909 CHF | 95,88% | 95,88% |
19/11/2024 | 0,55% | 4,42 CHF | 4,43 CHF | 250 000 | 250 000 | 78 153 | 78 153 | 340 550 CHF | 341 748 CHF | 90,17% | 90,17% |
18/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 250 000 | 250 000 | 95 999 | 95 999 | 406 838 CHF | 407 799 CHF | 87,42% | 87,42% |
15/11/2024 | 0,23% | 4,41 CHF | 4,42 CHF | 250 000 | 250 000 | 93 268 | 93 268 | 418 217 CHF | 419 152 CHF | 93,69% | 93,69% |
14/11/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 230 000 | 230 000 | 88 780 | 88 780 | 410 156 CHF | 411 047 CHF | 96,02% | 96,02% |
13/11/2024 | 0,22% | 4,58 CHF | 4,59 CHF | 250 000 | 250 000 | 88 433 | 88 433 | 407 360 CHF | 408 246 CHF | 93,09% | 93,09% |
12/11/2024 | 0,52% | 4,60 CHF | 4,61 CHF | 230 000 | 230 000 | 64 693 | 64 693 | 294 975 CHF | 296 075 CHF | 95,59% | 95,59% |
11/11/2024 | 0,23% | 4,51 CHF | 4,52 CHF | 250 000 | 250 000 | 90 839 | 90 839 | 411 730 CHF | 412 643 CHF | 95,45% | 95,45% |
08/11/2024 | 0,26% | 4,54 CHF | 4,55 CHF | 250 000 | 250 000 | 88 776 | 88 776 | 404 858 CHF | 405 759 CHF | 94,94% | 94,94% |
07/11/2024 | 0,23% | 4,54 CHF | 4,55 CHF | 250 000 | 250 000 | 97 060 | 97 060 | 437 686 CHF | 438 661 CHF | 98,15% | 98,15% |