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 | 35 000 | 35 000 | 34 533 | 34 533 | 135 174 CHF | 135 519 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 34 000 | 34 000 | 33 865 | 33 865 | 135 460 CHF | 135 799 CHF | 100,00% | 100,00% |
18/11/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 34 000 | 34 000 | 33 825 | 33 825 | 137 965 CHF | 138 304 CHF | 100,00% | 100,00% |
15/11/2024 | 0,24% | 4,09 CHF | 4,10 CHF | 34 000 | 34 000 | 33 432 | 33 432 | 136 952 CHF | 137 286 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 137 924 CHF | 138 263 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 4,10 CHF | 4,11 CHF | 34 000 | 34 000 | 33 010 | 33 010 | 137 075 CHF | 137 405 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,74 CHF | 3,75 CHF | 36 000 | 36 000 | 34 939 | 34 939 | 132 832 CHF | 133 181 CHF | 99,86% | 99,86% |
11/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 35 000 | 35 000 | 34 855 | 34 855 | 134 723 CHF | 135 071 CHF | 99,68% | 99,68% |
08/11/2024 | 0,26% | 3,76 CHF | 3,77 CHF | 36 000 | 36 000 | 35 127 | 35 127 | 132 475 CHF | 132 827 CHF | 99,20% | 99,20% |
07/11/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 35 000 | 35 000 | 35 058 | 35 058 | 132 342 CHF | 132 693 CHF | 99,39% | 99,39% |