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% | 3,73 CHF | 3,74 CHF | 135 000 | 135 000 | 74 342 | 74 342 | 282 882 CHF | 283 627 CHF | 99,90% | 99,90% |
19/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 135 000 | 135 000 | 74 053 | 74 053 | 277 230 CHF | 277 972 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 135 000 | 135 000 | 74 276 | 74 276 | 282 446 CHF | 283 190 CHF | 99,55% | 99,55% |
15/11/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 135 000 | 135 000 | 74 072 | 74 072 | 289 485 CHF | 290 227 CHF | 99,72% | 99,72% |
14/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 130 000 | 130 000 | 71 746 | 71 746 | 285 448 CHF | 286 166 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 135 000 | 135 000 | 74 232 | 74 232 | 287 903 CHF | 288 647 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,86 CHF | 3,87 CHF | 135 000 | 135 000 | 74 226 | 74 226 | 283 871 CHF | 284 615 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 135 000 | 135 000 | 74 244 | 74 244 | 288 372 CHF | 289 116 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 135 000 | 135 000 | 74 412 | 74 412 | 290 423 CHF | 291 169 CHF | 99,18% | 99,18% |
07/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 135 000 | 135 000 | 74 221 | 74 221 | 286 312 CHF | 287 056 CHF | 100,00% | 100,00% |