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 | 0,27% | 3,64 CHF | 3,65 CHF | 135 000 | 135 000 | 74 341 | 74 341 | 275 923 CHF | 276 667 CHF | 99,90% | 99,90% |
19/11/2024 | 0,28% | 3,64 CHF | 3,65 CHF | 135 000 | 135 000 | 74 052 | 74 052 | 270 325 CHF | 271 067 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 135 000 | 135 000 | 74 275 | 74 275 | 275 473 CHF | 276 217 CHF | 99,55% | 99,55% |
15/11/2024 | 0,26% | 3,72 CHF | 3,73 CHF | 135 000 | 135 000 | 74 335 | 74 335 | 283 561 CHF | 284 305 CHF | 99,33% | 99,33% |
14/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 130 000 | 130 000 | 71 743 | 71 743 | 278 712 CHF | 279 431 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 135 000 | 135 000 | 74 233 | 74 233 | 280 963 CHF | 281 707 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 135 000 | 135 000 | 74 227 | 74 227 | 277 001 CHF | 277 745 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 135 000 | 135 000 | 74 244 | 74 244 | 281 520 CHF | 282 264 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 135 000 | 135 000 | 74 413 | 74 413 | 283 586 CHF | 284 332 CHF | 99,18% | 99,18% |
07/11/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 135 000 | 135 000 | 74 204 | 74 204 | 279 436 CHF | 280 179 CHF | 100,00% | 100,00% |