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 | 0,22% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 30 526 | 30 526 | 138 372 CHF | 138 677 CHF | 97,88% | 97,88% |
19/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 50 000 | 50 000 | 31 240 | 31 240 | 136 761 CHF | 137 073 CHF | 86,69% | 86,69% |
18/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 50 000 | 50 000 | 30 443 | 30 443 | 134 825 CHF | 135 130 CHF | 99,39% | 99,39% |
15/11/2024 | 0,21% | 4,58 CHF | 4,59 CHF | 50 000 | 50 000 | 30 486 | 30 486 | 143 632 CHF | 143 937 CHF | 98,58% | 98,58% |
14/11/2024 | 0,20% | 4,88 CHF | 4,89 CHF | 50 000 | 50 000 | 30 398 | 30 398 | 148 362 CHF | 148 666 CHF | 99,06% | 99,06% |
13/11/2024 | 0,20% | 4,86 CHF | 4,87 CHF | 50 000 | 50 000 | 30 952 | 30 952 | 151 623 CHF | 151 932 CHF | 90,83% | 90,83% |
12/11/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 50 000 | 50 000 | 30 428 | 30 428 | 150 551 CHF | 150 855 CHF | 99,63% | 99,63% |
11/11/2024 | 0,20% | 4,86 CHF | 4,87 CHF | 50 000 | 50 000 | 30 371 | 30 371 | 150 544 CHF | 150 848 CHF | 98,80% | 98,80% |
08/11/2024 | 0,20% | 4,94 CHF | 4,95 CHF | 50 000 | 50 000 | 30 495 | 30 495 | 152 087 CHF | 152 392 CHF | 98,42% | 98,42% |
07/11/2024 | 0,21% | 4,99 CHF | 5,00 CHF | 50 000 | 50 000 | 30 427 | 30 427 | 145 290 CHF | 145 594 CHF | 99,58% | 99,58% |