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 | 48 000 | 48 000 | 48 000 | 48 000 | 186 978 CHF | 187 458 CHF | 99,48% | 99,48% |
19/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 185 480 CHF | 185 960 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 181 072 CHF | 181 552 CHF | 99,89% | 99,89% |
15/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 144 CHF | 183 644 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 179 079 CHF | 179 579 CHF | 98,57% | 98,57% |
13/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 258 CHF | 181 758 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,60 CHF | 3,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 182 666 CHF | 183 166 CHF | 99,88% | 99,88% |
11/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 179 938 CHF | 180 418 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 175 944 CHF | 176 444 CHF | 98,29% | 98,29% |
07/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 178 800 CHF | 179 300 CHF | 100,00% | 100,00% |