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 | 0,26% | 4,04 CHF | 4,05 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 623 468 CHF | 625 068 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 620 788 CHF | 622 388 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,74 CHF | 3,75 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 577 185 CHF | 578 785 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 537 915 CHF | 539 515 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,39 CHF | 3,40 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 519 626 CHF | 521 226 CHF | 99,91% | 99,91% |
13/11/2024 | 0,27% | 3,65 CHF | 3,66 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 591 747 CHF | 593 347 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,62 CHF | 3,63 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 582 579 CHF | 584 179 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 3,75 CHF | 3,76 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 651 149 CHF | 652 749 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 700 748 CHF | 702 348 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,44 CHF | 4,45 CHF | 160 000 | 160 000 | 159 900 | 159 900 | 681 178 CHF | 682 778 CHF | 100,00% | 100,00% |