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% | 4,28 CHF | 4,29 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 662 611 CHF | 664 211 CHF | 100,00% | 100,00% |
19/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 661 081 CHF | 662 681 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,99 CHF | 4,00 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 617 601 CHF | 619 201 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 579 242 CHF | 580 842 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 562 342 CHF | 563 942 CHF | 99,91% | 99,91% |
13/11/2024 | 0,25% | 3,89 CHF | 3,90 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 631 040 CHF | 632 640 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 622 502 CHF | 624 102 CHF | 100,00% | 100,00% |
11/11/2024 | 0,23% | 4,00 CHF | 4,01 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 689 209 CHF | 690 809 CHF | 100,00% | 100,00% |
08/11/2024 | 0,22% | 4,58 CHF | 4,59 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 737 623 CHF | 739 223 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,68 CHF | 4,69 CHF | 160 000 | 160 000 | 159 916 | 159 916 | 718 926 CHF | 720 526 CHF | 99,92% | 99,92% |