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% | 4,14 CHF | 4,15 CHF | 250 000 | 250 000 | 93 071 | 93 071 | 388 732 CHF | 389 665 CHF | 95,74% | 95,74% |
19/11/2024 | 0,60% | 4,07 CHF | 4,08 CHF | 250 000 | 250 000 | 77 651 | 77 651 | 311 227 CHF | 312 422 CHF | 89,58% | 89,58% |
18/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 250 000 | 250 000 | 96 938 | 96 938 | 376 768 CHF | 377 739 CHF | 86,51% | 86,51% |
15/11/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 250 000 | 250 000 | 93 442 | 93 442 | 386 052 CHF | 386 988 CHF | 93,61% | 93,61% |
14/11/2024 | 0,24% | 4,31 CHF | 4,32 CHF | 230 000 | 230 000 | 87 343 | 87 343 | 372 710 CHF | 373 586 CHF | 93,23% | 93,23% |
13/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 250 000 | 250 000 | 87 719 | 87 719 | 373 342 CHF | 374 221 CHF | 90,28% | 90,28% |
12/11/2024 | 0,57% | 4,25 CHF | 4,26 CHF | 230 000 | 230 000 | 63 777 | 63 777 | 268 389 CHF | 269 481 CHF | 92,41% | 92,41% |
11/11/2024 | 0,24% | 4,16 CHF | 4,17 CHF | 250 000 | 250 000 | 88 591 | 88 591 | 370 827 CHF | 371 716 CHF | 90,50% | 90,50% |
08/11/2024 | 0,28% | 4,19 CHF | 4,20 CHF | 250 000 | 250 000 | 88 992 | 88 992 | 375 103 CHF | 376 005 CHF | 91,18% | 91,18% |
07/11/2024 | 0,25% | 4,19 CHF | 4,20 CHF | 250 000 | 250 000 | 94 802 | 94 802 | 394 467 CHF | 395 419 CHF | 96,47% | 96,47% |