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% | 4,32 CHF | 4,33 CHF | 250 000 | 250 000 | 90 170 | 90 170 | 392 627 CHF | 393 532 CHF | 94,13% | 94,13% |
19/11/2024 | 0,58% | 4,24 CHF | 4,25 CHF | 250 000 | 250 000 | 77 568 | 77 568 | 324 504 CHF | 325 699 CHF | 88,02% | 88,02% |
18/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 250 000 | 250 000 | 95 368 | 95 368 | 387 330 CHF | 388 285 CHF | 87,67% | 87,67% |
15/11/2024 | 0,23% | 4,24 CHF | 4,25 CHF | 250 000 | 250 000 | 92 307 | 92 307 | 397 774 CHF | 398 699 CHF | 92,44% | 92,44% |
14/11/2024 | 0,23% | 4,49 CHF | 4,50 CHF | 230 000 | 230 000 | 88 106 | 88 106 | 391 484 CHF | 392 368 CHF | 93,52% | 93,52% |
13/11/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 250 000 | 250 000 | 87 871 | 87 871 | 389 342 CHF | 390 222 CHF | 92,44% | 92,44% |
12/11/2024 | 0,54% | 4,43 CHF | 4,44 CHF | 230 000 | 230 000 | 63 869 | 63 869 | 279 984 CHF | 281 072 CHF | 92,14% | 92,14% |
11/11/2024 | 0,24% | 4,33 CHF | 4,34 CHF | 250 000 | 250 000 | 90 973 | 90 973 | 396 424 CHF | 397 337 CHF | 93,69% | 93,69% |
08/11/2024 | 0,27% | 4,37 CHF | 4,38 CHF | 250 000 | 250 000 | 87 927 | 87 927 | 385 835 CHF | 386 727 CHF | 92,67% | 92,67% |
07/11/2024 | 0,24% | 4,36 CHF | 4,37 CHF | 250 000 | 250 000 | 95 207 | 95 207 | 412 687 CHF | 413 643 CHF | 97,07% | 97,07% |