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% | 4,04 CHF | 4,05 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 919 466 CHF | 204 826 CHF | 99,37% | 99,37% |
19/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 893 914 CHF | 199 148 CHF | 99,37% | 99,37% |
18/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 889 783 CHF | 198 229 CHF | 99,26% | 99,26% |
15/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 875 069 CHF | 194 960 CHF | 98,76% | 98,76% |
14/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 947 666 CHF | 211 093 CHF | 99,37% | 99,37% |
13/11/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 941 285 CHF | 209 674 CHF | 99,37% | 99,37% |
12/11/2024 | 0,24% | 4,21 CHF | 4,22 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 948 261 CHF | 211 225 CHF | 99,38% | 99,38% |
11/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 936 617 CHF | 208 637 CHF | 99,38% | 99,38% |
08/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 895 329 CHF | 199 462 CHF | 99,38% | 99,38% |
07/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 225 000 | 50 000 | 225 000 | 50 000 | 878 958 CHF | 195 824 CHF | 98,37% | 98,37% |