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 | 0,49% | 4,00 CHF | 4,02 CHF | 98 500 | 98 500 | 98 500 | 98 500 | 399 863 CHF | 401 833 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 3,88 CHF | 3,90 CHF | 98 800 | 98 800 | 98 800 | 98 800 | 385 217 CHF | 387 193 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 3,92 CHF | 3,94 CHF | 108 500 | 108 500 | 108 500 | 108 500 | 394 552 CHF | 396 722 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 3,84 CHF | 3,86 CHF | 100 700 | 100 700 | 100 700 | 100 700 | 376 134 CHF | 378 148 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 3,89 CHF | 3,91 CHF | 101 900 | 101 900 | 101 900 | 101 900 | 396 495 CHF | 398 533 CHF | 99,91% | 99,91% |
13/11/2024 | 0,53% | 3,75 CHF | 3,77 CHF | 103 200 | 103 200 | 103 200 | 103 200 | 385 419 CHF | 387 483 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 3,65 CHF | 3,67 CHF | 103 800 | 103 800 | 103 800 | 103 800 | 393 846 CHF | 395 922 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 3,70 CHF | 3,72 CHF | 93 100 | 93 100 | 93 100 | 93 100 | 367 796 CHF | 369 658 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 4,20 CHF | 4,22 CHF | 85 200 | 85 200 | 85 200 | 85 200 | 375 657 CHF | 377 361 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 4,65 CHF | 4,67 CHF | 87 600 | 87 600 | 87 600 | 87 600 | 390 993 CHF | 392 745 CHF | 100,00% | 100,00% |