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% | 3,88 CHF | 3,89 CHF | 122 000 | 122 000 | 119 979 | 119 979 | 475 818 CHF | 477 018 CHF | 100,00% | 100,00% |
19/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 120 000 | 120 000 | 120 045 | 120 045 | 473 353 CHF | 474 554 CHF | 99,27% | 99,27% |
18/11/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 116 000 | 116 000 | 115 262 | 115 262 | 497 520 CHF | 498 673 CHF | 100,00% | 100,00% |
15/11/2024 | 0,22% | 4,43 CHF | 4,44 CHF | 114 000 | 114 000 | 113 392 | 113 392 | 504 046 CHF | 505 180 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 4,47 CHF | 4,48 CHF | 114 000 | 114 000 | 111 224 | 111 224 | 510 539 CHF | 511 651 CHF | 99,39% | 99,39% |
13/11/2024 | 0,25% | 4,01 CHF | 4,02 CHF | 120 000 | 120 000 | 119 033 | 119 033 | 477 485 CHF | 478 676 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 3,98 CHF | 3,99 CHF | 120 000 | 120 000 | 116 724 | 116 724 | 487 544 CHF | 488 711 CHF | 99,25% | 99,25% |
11/11/2024 | 0,23% | 4,38 CHF | 4,39 CHF | 114 000 | 114 000 | 113 530 | 113 530 | 498 969 CHF | 500 104 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,24 CHF | 4,25 CHF | 116 000 | 116 000 | 115 076 | 115 076 | 495 812 CHF | 496 963 CHF | 98,88% | 98,88% |
07/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 112 000 | 112 000 | 113 357 | 113 357 | 498 985 CHF | 500 119 CHF | 100,00% | 100,00% |