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% | 3,96 CHF | 3,97 CHF | 27 700 | 27 700 | 27 250 | 27 250 | 109 314 CHF | 109 586 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 27 860 | 27 860 | 27 682 | 27 682 | 108 418 CHF | 108 695 CHF | 98,91% | 98,91% |
18/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 27 700 | 27 700 | 27 544 | 27 544 | 109 176 CHF | 109 451 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 27 930 | 27 930 | 27 967 | 27 967 | 110 327 CHF | 110 607 CHF | 72,11% | 72,11% |
14/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 27 710 | 27 710 | 27 553 | 27 553 | 109 341 CHF | 109 617 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 109 170 CHF | 109 447 CHF | 98,62% | 98,62% |
12/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 27 710 | 27 710 | 27 225 | 27 225 | 109 792 CHF | 110 064 CHF | 99,71% | 99,71% |
11/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 27 230 | 27 230 | 27 137 | 27 137 | 110 187 CHF | 110 459 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 109 949 CHF | 110 224 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 27 230 | 27 230 | 26 943 | 26 943 | 111 436 CHF | 111 706 CHF | 100,00% | 100,00% |