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% | 3,87 CHF | 3,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 795 232 CHF | 797 232 CHF | 96,86% | 96,86% |
19/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 770 211 CHF | 772 211 CHF | 94,09% | 94,09% |
18/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 808 603 CHF | 810 603 CHF | 95,44% | 95,44% |
15/11/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 822 102 CHF | 824 102 CHF | 97,15% | 97,15% |
14/11/2024 | 0,24% | 4,14 CHF | 4,15 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 821 800 CHF | 823 800 CHF | 96,49% | 96,49% |
13/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 781 053 CHF | 783 053 CHF | 94,34% | 94,34% |
12/11/2024 | 0,24% | 3,92 CHF | 3,93 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 824 513 CHF | 826 513 CHF | 88,97% | 88,97% |
11/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 868 693 CHF | 870 693 CHF | 99,49% | 99,49% |
08/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 826 101 CHF | 828 101 CHF | 93,53% | 93,53% |
07/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 842 989 CHF | 844 989 CHF | 93,47% | 93,47% |