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% | 3,90 CHF | 3,91 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 327 061 CHF | 327 891 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 83 000 | 83 000 | 83 001 | 83 001 | 324 376 CHF | 325 206 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 327 191 CHF | 328 011 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 326 809 CHF | 327 622 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 81 000 | 81 000 | 82 587 | 82 587 | 325 902 CHF | 326 728 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 83 000 | 83 000 | 83 754 | 83 754 | 321 327 CHF | 322 165 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 84 000 | 84 000 | 83 164 | 83 164 | 321 893 CHF | 322 724 CHF | 99,85% | 99,85% |
11/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 326 387 CHF | 327 198 CHF | 99,68% | 99,68% |
08/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 83 000 | 83 000 | 79 192 | 79 192 | 320 861 CHF | 321 674 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 77 000 | 77 000 | 77 267 | 77 267 | 337 883 CHF | 338 656 CHF | 100,00% | 100,00% |