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% | 3,75 CHF | 3,76 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 181 004 CHF | 181 484 CHF | 99,44% | 99,44% |
19/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 179 518 CHF | 179 998 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 175 180 CHF | 175 660 CHF | 99,88% | 99,88% |
15/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 177 072 CHF | 177 572 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 173 045 CHF | 173 545 CHF | 98,61% | 98,61% |
13/11/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 175 213 CHF | 175 713 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,47 CHF | 3,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 176 594 CHF | 177 094 CHF | 99,90% | 99,90% |
11/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 174 056 CHF | 174 536 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 950 CHF | 170 450 CHF | 98,30% | 98,30% |
07/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 172 761 CHF | 173 261 CHF | 100,00% | 100,00% |