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 | 0,26% | 4,63 CHF | 4,64 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 88 674 CHF | 4 445 CHF | 99,35% | 99,35% |
19/11/2024 | 0,26% | 4,43 CHF | 4,45 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 88 103 CHF | 4 416 CHF | 99,40% | 99,40% |
18/11/2024 | 0,25% | 4,47 CHF | 4,48 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 90 571 CHF | 4 540 CHF | 98,32% | 98,32% |
15/11/2024 | 0,25% | 4,74 CHF | 4,75 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 94 427 CHF | 4 733 CHF | 87,37% | 87,37% |
14/11/2024 | 0,23% | 4,95 CHF | 4,97 CHF | 20 000 | 1 000 | 18 620 | 1 000 | 91 872 CHF | 4 951 CHF | 99,40% | 99,40% |
13/11/2024 | 0,25% | 4,79 CHF | 4,81 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 92 998 CHF | 4 661 CHF | 94,25% | 94,25% |
12/11/2024 | 0,24% | 4,80 CHF | 4,81 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 94 097 CHF | 4 716 CHF | 96,05% | 96,05% |
11/11/2024 | 0,27% | 4,53 CHF | 4,54 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 85 916 CHF | 4 307 CHF | 96,80% | 96,80% |
08/11/2024 | 0,29% | 4,24 CHF | 4,25 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 79 373 CHF | 3 980 CHF | 87,57% | 87,57% |
07/11/2024 | 0,30% | 3,59 CHF | 3,61 CHF | 20 000 | 1 000 | 20 000 | 1 000 | 75 250 CHF | 3 774 CHF | 82,24% | 82,24% |