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 | 0,29% | 4,15 CHF | 4,16 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 84 440 CHF | 42 345 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 4,14 CHF | 4,15 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 81 815 CHF | 41 026 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 4,13 CHF | 4,14 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 83 071 CHF | 41 658 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 4,19 CHF | 4,20 CHF | 20 000 | 10 000 | 14 531 | 8 177 | 61 481 CHF | 34 657 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 4,16 CHF | 4,17 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 83 458 CHF | 41 846 CHF | 99,44% | 99,44% |
13/11/2024 | 0,30% | 4,25 CHF | 4,26 CHF | 20 000 | 10 000 | 20 000 | 9 937 | 83 053 CHF | 41 384 CHF | 98,88% | 98,88% |
12/11/2024 | 0,29% | 4,16 CHF | 4,18 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 84 190 CHF | 42 217 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 4,30 CHF | 4,31 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 86 792 CHF | 43 515 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 4,23 CHF | 4,25 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 84 834 CHF | 42 536 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 4,16 CHF | 4,17 CHF | 20 000 | 10 000 | 20 000 | 9 740 | 84 073 CHF | 41 084 CHF | 99,06% | 99,06% |