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% | 3,81 CHF | 3,82 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 347 265 CHF | 348 165 CHF | 99,43% | 99,43% |
19/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 338 703 CHF | 339 603 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 342 994 CHF | 343 894 CHF | 99,88% | 99,88% |
15/11/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 341 479 CHF | 342 379 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 343 475 CHF | 344 375 CHF | 98,60% | 98,60% |
13/11/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 90 000 | 90 000 | 89 999 | 89 999 | 341 143 CHF | 342 043 CHF | 99,86% | 99,86% |
12/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 90 000 | 90 000 | 89 719 | 89 719 | 348 066 CHF | 348 964 CHF | 99,88% | 99,88% |
11/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 85 000 | 85 000 | 88 431 | 88 431 | 345 461 CHF | 346 345 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 90 000 | 90 000 | 89 983 | 89 983 | 346 275 CHF | 347 174 CHF | 98,30% | 98,30% |
07/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 338 589 CHF | 339 439 CHF | 100,00% | 100,00% |