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% | 3,65 CHF | 3,66 CHF | 122 000 | 122 000 | 119 947 | 119 947 | 448 853 CHF | 450 053 CHF | 97,36% | 97,36% |
19/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 120 000 | 120 000 | 120 005 | 120 005 | 446 138 CHF | 447 338 CHF | 93,06% | 93,06% |
18/11/2024 | 0,24% | 4,03 CHF | 4,04 CHF | 116 000 | 116 000 | 115 260 | 115 260 | 471 534 CHF | 472 687 CHF | 98,18% | 98,18% |
15/11/2024 | 0,24% | 4,20 CHF | 4,21 CHF | 114 000 | 114 000 | 113 378 | 113 378 | 478 396 CHF | 479 530 CHF | 97,18% | 97,18% |
14/11/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 114 000 | 114 000 | 111 185 | 111 185 | 485 151 CHF | 486 262 CHF | 89,93% | 89,93% |
13/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 120 000 | 120 000 | 119 197 | 119 197 | 451 288 CHF | 452 480 CHF | 97,62% | 97,62% |
12/11/2024 | 0,25% | 3,75 CHF | 3,76 CHF | 120 000 | 120 000 | 116 696 | 116 696 | 461 249 CHF | 462 416 CHF | 97,21% | 97,21% |
11/11/2024 | 0,24% | 4,15 CHF | 4,16 CHF | 114 000 | 114 000 | 113 527 | 113 527 | 473 304 CHF | 474 439 CHF | 99,43% | 99,43% |
08/11/2024 | 0,24% | 4,01 CHF | 4,02 CHF | 116 000 | 116 000 | 115 074 | 115 074 | 469 781 CHF | 470 932 CHF | 97,30% | 97,30% |
07/11/2024 | 0,24% | 4,28 CHF | 4,29 CHF | 112 000 | 112 000 | 113 266 | 113 266 | 472 987 CHF | 474 119 CHF | 96,67% | 96,67% |