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% | 4,06 CHF | 4,07 CHF | 75 000 | 75 000 | 74 375 | 74 375 | 303 365 CHF | 304 109 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 76 000 | 76 000 | 75 227 | 75 227 | 301 686 CHF | 302 440 CHF | 98,72% | 98,72% |
18/11/2024 | 0,26% | 4,02 CHF | 4,03 CHF | 76 000 | 76 000 | 76 922 | 76 922 | 300 598 CHF | 301 368 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 77 000 | 77 000 | 77 460 | 77 460 | 305 454 CHF | 306 229 CHF | 70,78% | 70,78% |
14/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 76 000 | 76 000 | 75 600 | 75 600 | 303 073 CHF | 303 830 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 77 000 | 77 000 | 76 530 | 76 530 | 300 892 CHF | 301 658 CHF | 99,70% | 99,70% |
12/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 78 000 | 78 000 | 76 334 | 76 334 | 301 634 CHF | 302 398 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 3,91 CHF | 3,92 CHF | 78 000 | 78 000 | 75 886 | 75 886 | 303 537 CHF | 304 297 CHF | 100,00% | 100,00% |
08/11/2024 | 0,24% | 4,07 CHF | 4,08 CHF | 76 000 | 76 000 | 74 445 | 74 445 | 307 995 CHF | 308 740 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 74 000 | 74 000 | 74 371 | 74 371 | 309 466 CHF | 310 210 CHF | 100,00% | 100,00% |