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 | 0,21% | 4,92 CHF | 4,93 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 764 409 CHF | 766 009 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 761 326 CHF | 762 926 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 718 275 CHF | 719 875 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 679 166 CHF | 680 766 CHF | 100,00% | 100,00% |
14/11/2024 | 0,24% | 4,27 CHF | 4,28 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 660 898 CHF | 662 498 CHF | 99,91% | 99,91% |
13/11/2024 | 0,22% | 4,53 CHF | 4,54 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 732 177 CHF | 733 777 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 722 803 CHF | 724 403 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 4,63 CHF | 4,64 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 791 019 CHF | 792 619 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,22 CHF | 5,23 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 839 518 CHF | 841 118 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,31 CHF | 5,32 CHF | 160 000 | 160 000 | 159 874 | 159 874 | 820 109 CHF | 821 709 CHF | 100,00% | 100,00% |