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% | 4,08 CHF | 4,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 317 370 CHF | 318 120 CHF | 99,91% | 99,91% |
19/11/2024 | 0,24% | 4,17 CHF | 4,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 305 863 CHF | 306 613 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,33 CHF | 4,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 317 829 CHF | 318 579 CHF | 98,93% | 98,93% |
15/11/2024 | 0,23% | 4,15 CHF | 4,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 326 657 CHF | 327 407 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,65 CHF | 4,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 343 171 CHF | 343 921 CHF | 100,00% | 100,00% |
13/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 339 805 CHF | 340 555 CHF | 99,87% | 99,87% |
12/11/2024 | 0,20% | 4,77 CHF | 4,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 368 081 CHF | 368 831 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 378 954 CHF | 379 704 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 4,78 CHF | 4,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 356 926 CHF | 357 676 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,91 CHF | 4,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 364 302 CHF | 365 052 CHF | 99,67% | 99,67% |