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 | 0,29% | 4,20 CHF | 4,22 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 80 174 CHF | 4 020 CHF | 99,26% | 99,26% |
19/11/2024 | 0,28% | 4,01 CHF | 4,02 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 79 619 CHF | 3 992 CHF | 99,32% | 99,32% |
18/11/2024 | 0,27% | 4,04 CHF | 4,06 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 82 051 CHF | 4 114 CHF | 98,27% | 98,27% |
15/11/2024 | 0,27% | 4,31 CHF | 4,32 CHF | 20 000 | 1 000 | 19 999 | 1 000 | 85 863 CHF | 4 305 CHF | 86,83% | 86,83% |
14/11/2024 | 0,25% | 4,52 CHF | 4,54 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 90 215 CHF | 4 522 CHF | 99,30% | 99,30% |
13/11/2024 | 0,27% | 4,37 CHF | 4,38 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 84 488 CHF | 4 236 CHF | 95,89% | 95,89% |
12/11/2024 | 0,26% | 4,37 CHF | 4,38 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 85 571 CHF | 4 290 CHF | 95,92% | 95,92% |
11/11/2024 | 0,30% | 4,10 CHF | 4,12 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 77 396 CHF | 3 881 CHF | 96,73% | 96,73% |
08/11/2024 | 0,32% | 3,81 CHF | 3,83 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 70 917 CHF | 3 557 CHF | 87,54% | 87,54% |
07/11/2024 | 0,34% | 3,17 CHF | 3,18 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 66 752 CHF | 3 349 CHF | 82,18% | 82,18% |