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 | 0,25% | 3,91 CHF | 3,92 CHF | 78 000 | 78 000 | 77 583 | 77 583 | 307 039 CHF | 307 815 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 78 000 | 78 000 | 77 920 | 77 920 | 305 614 CHF | 306 393 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 78 000 | 78 000 | 77 415 | 77 415 | 306 855 CHF | 307 630 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,90 CHF | 3,91 CHF | 79 000 | 79 000 | 77 828 | 77 828 | 304 853 CHF | 305 632 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 78 000 | 78 000 | 79 432 | 79 432 | 301 766 CHF | 302 560 CHF | 99,34% | 99,34% |
13/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 81 000 | 81 000 | 80 211 | 80 211 | 300 294 CHF | 301 096 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 79 000 | 79 000 | 77 939 | 77 939 | 305 178 CHF | 305 957 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 78 000 | 78 000 | 78 279 | 78 279 | 304 333 CHF | 305 116 CHF | 99,93% | 99,93% |
08/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 79 000 | 79 000 | 78 550 | 78 550 | 302 569 CHF | 303 354 CHF | 99,40% | 99,40% |
07/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 76 000 | 76 000 | 75 848 | 75 848 | 309 917 CHF | 310 675 CHF | 100,00% | 100,00% |