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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,34% | 4,26 CHF | 4,27 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 170 061 CHF | 170 633 CHF | 100,00% | 100,00% |
20/11/2024 | 0,34% | 3,95 CHF | 3,96 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 162 358 CHF | 162 915 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 4,00 CHF | 4,02 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 141 136 CHF | 141 643 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 4,19 CHF | 4,20 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 148 398 CHF | 148 918 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 4,33 CHF | 4,35 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 154 676 CHF | 155 247 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 4,84 CHF | 4,86 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 166 743 CHF | 167 322 CHF | 99,99% | 99,99% |
13/11/2024 | 0,33% | 4,89 CHF | 4,91 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 173 791 CHF | 174 357 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 4,88 CHF | 4,89 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 148 011 CHF | 148 519 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 5,15 CHF | 5,17 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 154 343 CHF | 154 847 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 4,93 CHF | 4,94 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 150 058 CHF | 150 566 CHF | 100,00% | 100,00% |