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% | 3,99 CHF | 4,00 CHF | 75 000 | 75 000 | 74 371 | 74 371 | 298 036 CHF | 298 781 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 76 000 | 76 000 | 75 224 | 75 224 | 296 326 CHF | 297 079 CHF | 98,72% | 98,72% |
18/11/2024 | 0,26% | 3,95 CHF | 3,96 CHF | 76 000 | 76 000 | 76 914 | 76 914 | 295 047 CHF | 295 817 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 77 000 | 77 000 | 77 461 | 77 461 | 299 892 CHF | 300 667 CHF | 70,85% | 70,85% |
14/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 76 000 | 76 000 | 75 584 | 75 584 | 297 590 CHF | 298 347 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 77 000 | 77 000 | 76 527 | 76 527 | 295 416 CHF | 296 182 CHF | 99,72% | 99,72% |
12/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 78 000 | 78 000 | 76 348 | 76 348 | 296 270 CHF | 297 034 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 78 000 | 78 000 | 75 909 | 75 909 | 298 250 CHF | 299 010 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 76 000 | 76 000 | 74 445 | 74 445 | 302 767 CHF | 303 512 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,15 CHF | 4,16 CHF | 74 000 | 74 000 | 74 374 | 74 374 | 304 237 CHF | 304 982 CHF | 100,00% | 100,00% |