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 | 0,27% | 3,63 CHF | 3,64 CHF | 105 000 | 100 000 | 103 662 | 99 061 | 389 671 CHF | 373 383 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 101 500 | 100 000 | 100 857 | 99 062 | 362 725 CHF | 357 292 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 100 000 | 100 000 | 99 055 | 99 015 | 380 862 CHF | 381 703 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,88 CHF | 3,89 CHF | 98 500 | 98 500 | 98 216 | 98 216 | 386 406 CHF | 387 388 CHF | 84,59% | 84,59% |
14/11/2024 | 0,26% | 3,98 CHF | 3,99 CHF | 104 500 | 100 000 | 103 875 | 99 063 | 408 960 CHF | 391 023 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,63 CHF | 3,64 CHF | 105 500 | 100 000 | 104 183 | 99 056 | 383 264 CHF | 365 436 CHF | 98,83% | 98,83% |
12/11/2024 | 0,25% | 3,70 CHF | 3,71 CHF | 93 500 | 93 500 | 91 606 | 91 606 | 364 904 CHF | 365 821 CHF | 100,00% | 100,00% |
11/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 96 500 | 96 500 | 95 762 | 95 762 | 411 124 CHF | 412 082 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 94 000 | 94 000 | 93 147 | 93 147 | 374 038 CHF | 374 970 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,23 CHF | 4,24 CHF | 101 000 | 100 000 | 100 491 | 99 061 | 415 659 CHF | 410 755 CHF | 100,00% | 100,00% |