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 | 135 000 | 135 000 | 74 342 | 74 342 | 293 310 CHF | 294 055 CHF | 99,90% | 99,90% |
19/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 135 000 | 135 000 | 74 054 | 74 054 | 287 591 CHF | 288 333 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 135 000 | 135 000 | 74 279 | 74 279 | 292 907 CHF | 293 651 CHF | 99,55% | 99,55% |
15/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 135 000 | 135 000 | 74 334 | 74 334 | 301 012 CHF | 301 757 CHF | 99,33% | 99,33% |
14/11/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 130 000 | 130 000 | 71 748 | 71 748 | 295 624 CHF | 296 342 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 135 000 | 135 000 | 74 232 | 74 232 | 298 303 CHF | 299 046 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 4,00 CHF | 4,01 CHF | 135 000 | 135 000 | 74 226 | 74 226 | 294 244 CHF | 294 987 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 135 000 | 135 000 | 74 246 | 74 246 | 298 754 CHF | 299 498 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 135 000 | 135 000 | 74 409 | 74 409 | 300 716 CHF | 301 462 CHF | 99,20% | 99,20% |
07/11/2024 | 0,26% | 4,05 CHF | 4,06 CHF | 135 000 | 135 000 | 74 204 | 74 204 | 296 555 CHF | 297 298 CHF | 100,00% | 100,00% |