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% | 3,97 CHF | 3,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 301 720 CHF | 302 470 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 298 646 CHF | 299 396 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 297 639 CHF | 298 389 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 294 444 CHF | 295 194 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 287 236 CHF | 287 986 CHF | 99,57% | 99,57% |
13/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 278 696 CHF | 279 448 CHF | 99,32% | 99,32% |
12/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 280 205 CHF | 280 955 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 287 633 CHF | 288 383 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 278 976 CHF | 279 726 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 283 037 CHF | 283 800 CHF | 99,13% | 99,13% |