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% | 3,95 CHF | 3,96 CHF | 135 000 | 135 000 | 74 341 | 74 341 | 299 240 CHF | 299 984 CHF | 99,90% | 99,90% |
19/11/2024 | 0,26% | 3,95 CHF | 3,96 CHF | 135 000 | 135 000 | 74 054 | 74 054 | 293 505 CHF | 294 247 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 135 000 | 135 000 | 74 278 | 74 278 | 298 834 CHF | 299 578 CHF | 99,55% | 99,55% |
15/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 135 000 | 135 000 | 74 070 | 74 070 | 305 787 CHF | 306 529 CHF | 99,72% | 99,72% |
14/11/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 130 000 | 130 000 | 71 744 | 71 744 | 301 247 CHF | 301 966 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 135 000 | 135 000 | 74 232 | 74 232 | 304 158 CHF | 304 902 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 135 000 | 135 000 | 74 226 | 74 226 | 300 129 CHF | 300 872 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 135 000 | 135 000 | 74 245 | 74 245 | 304 592 CHF | 305 336 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,10 CHF | 4,11 CHF | 135 000 | 135 000 | 74 401 | 74 401 | 306 456 CHF | 307 202 CHF | 99,18% | 99,18% |
07/11/2024 | 0,25% | 4,13 CHF | 4,14 CHF | 135 000 | 135 000 | 74 204 | 74 204 | 302 339 CHF | 303 082 CHF | 100,00% | 100,00% |