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% | 3,79 CHF | 3,80 CHF | 27 000 | 27 000 | 26 547 | 26 547 | 102 284 CHF | 102 550 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 26 900 | 26 900 | 26 624 | 26 624 | 101 878 CHF | 102 145 CHF | 98,89% | 98,89% |
18/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 26 600 | 26 600 | 26 442 | 26 442 | 103 077 CHF | 103 341 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 26 500 | 26 500 | 26 392 | 26 392 | 105 381 CHF | 105 645 CHF | 71,68% | 71,68% |
14/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 26 200 | 26 200 | 26 056 | 26 056 | 104 422 CHF | 104 683 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 26 300 | 26 300 | 26 050 | 26 050 | 104 551 CHF | 104 812 CHF | 99,36% | 99,36% |
12/11/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 26 100 | 26 100 | 25 489 | 25 489 | 106 155 CHF | 106 410 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 25 400 | 25 400 | 25 207 | 25 207 | 107 288 CHF | 107 540 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,11 CHF | 4,12 CHF | 26 000 | 26 000 | 25 622 | 25 622 | 106 389 CHF | 106 646 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,30 CHF | 4,31 CHF | 25 400 | 25 400 | 25 377 | 25 377 | 107 870 CHF | 108 124 CHF | 100,00% | 100,00% |