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% | 3,90 CHF | 3,91 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 165 084 CHF | 165 504 CHF | 99,48% | 99,48% |
19/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 161 825 CHF | 162 245 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 162 550 CHF | 162 970 CHF | 99,90% | 99,90% |
15/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 161 452 CHF | 161 880 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 161 889 CHF | 162 317 CHF | 98,60% | 98,60% |
13/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 163 092 CHF | 163 512 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 161 673 CHF | 162 094 CHF | 99,88% | 99,88% |
11/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 165 348 CHF | 165 767 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 164 899 CHF | 165 319 CHF | 98,29% | 98,29% |
07/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 42 000 | 42 000 | 41 472 | 41 472 | 165 748 CHF | 166 162 CHF | 100,00% | 100,00% |