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% | 3,87 CHF | 3,88 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 363 183 CHF | 364 114 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 362 717 CHF | 363 652 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 92 000 | 92 000 | 92 630 | 92 630 | 363 878 CHF | 364 805 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 362 984 CHF | 363 910 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 362 113 CHF | 363 049 CHF | 99,39% | 99,39% |
13/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 358 654 CHF | 359 611 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,72 CHF | 3,73 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 360 631 CHF | 361 577 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 362 060 CHF | 362 990 CHF | 99,93% | 99,93% |
08/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 94 000 | 94 000 | 92 902 | 92 902 | 363 345 CHF | 364 274 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 91 000 | 91 000 | 91 391 | 91 391 | 363 999 CHF | 364 913 CHF | 100,00% | 100,00% |