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% | 3,87 CHF | 3,88 CHF | 47 000 | 47 000 | 45 747 | 45 747 | 177 567 CHF | 178 024 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 47 000 | 47 000 | 45 696 | 45 696 | 175 986 CHF | 176 443 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 47 000 | 47 000 | 45 752 | 45 752 | 176 850 CHF | 177 307 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 47 000 | 47 000 | 45 698 | 45 698 | 176 640 CHF | 177 097 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 47 000 | 47 000 | 46 283 | 46 283 | 175 817 CHF | 176 280 CHF | 99,39% | 99,39% |
13/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 47 000 | 47 000 | 45 865 | 45 865 | 176 358 CHF | 176 817 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 47 000 | 47 000 | 45 557 | 45 557 | 176 696 CHF | 177 152 CHF | 98,86% | 100,00% |
11/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 46 000 | 46 000 | 43 870 | 43 870 | 176 763 CHF | 177 201 CHF | 99,93% | 99,93% |
08/11/2024 | 0,24% | 4,03 CHF | 4,04 CHF | 45 000 | 45 000 | 42 954 | 42 954 | 177 125 CHF | 177 555 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 42 000 | 42 000 | 41 443 | 41 443 | 178 127 CHF | 178 541 CHF | 98,41% | 98,41% |