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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 41 000 | 41 000 | 41 611 | 41 611 | 163 965 CHF | 164 381 CHF | 99,64% | 99,64% |
20/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 164 037 CHF | 164 457 CHF | 99,44% | 99,44% |
19/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 160 815 CHF | 161 235 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 161 520 CHF | 161 940 CHF | 99,88% | 99,88% |
15/11/2024 | 0,27% | 3,80 CHF | 3,81 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 160 449 CHF | 160 877 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,86 CHF | 3,87 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 160 864 CHF | 161 292 CHF | 98,55% | 98,55% |
13/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 162 060 CHF | 162 480 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,76 CHF | 3,77 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 160 650 CHF | 161 071 CHF | 99,90% | 99,90% |
11/11/2024 | 0,25% | 3,91 CHF | 3,92 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 164 290 CHF | 164 709 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 163 890 CHF | 164 310 CHF | 98,30% | 98,30% |