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% | 3,85 CHF | 3,86 CHF | 75 000 | 75 000 | 74 373 | 74 373 | 287 722 CHF | 288 467 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 76 000 | 76 000 | 75 234 | 75 234 | 285 944 CHF | 286 697 CHF | 98,72% | 98,72% |
18/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 76 000 | 76 000 | 76 912 | 76 912 | 284 359 CHF | 285 129 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 77 000 | 77 000 | 77 470 | 77 470 | 289 163 CHF | 289 937 CHF | 70,79% | 70,79% |
14/11/2024 | 0,27% | 3,80 CHF | 3,81 CHF | 76 000 | 76 000 | 75 601 | 75 601 | 287 126 CHF | 287 883 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 77 000 | 77 000 | 76 536 | 76 536 | 284 871 CHF | 285 637 CHF | 99,69% | 99,69% |
12/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 78 000 | 78 000 | 76 335 | 76 335 | 285 659 CHF | 286 423 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 78 000 | 78 000 | 75 842 | 75 842 | 287 522 CHF | 288 282 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 76 000 | 76 000 | 74 452 | 74 452 | 292 637 CHF | 293 382 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 4,01 CHF | 4,02 CHF | 74 000 | 74 000 | 74 418 | 74 418 | 294 218 CHF | 294 962 CHF | 100,00% | 100,00% |