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 | 0,25% | 3,96 CHF | 3,97 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 195 950 CHF | 399 651 CHF | 99,44% | 99,44% |
19/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 147 740 CHF | 383 579 CHF | 99,44% | 99,44% |
18/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 137 400 CHF | 380 134 CHF | 97,69% | 97,69% |
15/11/2024 | 0,25% | 3,85 CHF | 3,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 215 190 CHF | 406 062 CHF | 99,45% | 99,45% |
14/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 257 640 CHF | 420 213 CHF | 99,44% | 99,44% |
13/11/2024 | 0,24% | 4,13 CHF | 4,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 274 100 CHF | 425 701 CHF | 92,81% | 92,81% |
12/11/2024 | 0,23% | 4,30 CHF | 4,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 296 660 CHF | 433 221 CHF | 96,82% | 96,82% |
11/11/2024 | 0,22% | 4,41 CHF | 4,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 358 290 CHF | 453 764 CHF | 99,47% | 99,47% |
08/11/2024 | 0,21% | 4,51 CHF | 4,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 395 390 CHF | 466 128 CHF | 91,33% | 91,33% |
07/11/2024 | 0,23% | 4,75 CHF | 4,76 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 279 910 CHF | 427 637 CHF | 98,69% | 98,69% |