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 | 0,26% | 3,83 CHF | 3,84 CHF | 128 000 | 128 000 | 69 797 | 69 797 | 273 566 CHF | 274 265 CHF | 99,65% | 99,65% |
19/11/2024 | 0,27% | 3,89 CHF | 3,90 CHF | 128 000 | 128 000 | 70 709 | 70 709 | 269 957 CHF | 270 665 CHF | 99,51% | 99,51% |
18/11/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 128 000 | 128 000 | 70 817 | 70 817 | 267 377 CHF | 268 086 CHF | 99,62% | 99,62% |
15/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 130 000 | 130 000 | 70 796 | 70 796 | 270 246 CHF | 270 955 CHF | 99,63% | 99,63% |
14/11/2024 | 0,27% | 3,89 CHF | 3,90 CHF | 128 000 | 128 000 | 66 813 | 66 813 | 267 359 CHF | 268 051 CHF | 99,52% | 99,52% |
13/11/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 126 000 | 126 000 | 68 409 | 68 409 | 279 273 CHF | 279 959 CHF | 99,78% | 99,78% |
12/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 126 000 | 126 000 | 68 717 | 68 717 | 279 256 CHF | 279 944 CHF | 99,74% | 99,74% |
11/11/2024 | 0,26% | 4,04 CHF | 4,05 CHF | 126 000 | 126 000 | 69 190 | 69 190 | 277 263 CHF | 277 956 CHF | 99,41% | 99,41% |
08/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 126 000 | 126 000 | 69 644 | 69 644 | 278 786 CHF | 279 485 CHF | 99,13% | 99,13% |
07/11/2024 | 0,26% | 3,98 CHF | 3,99 CHF | 126 000 | 126 000 | 70 632 | 70 632 | 278 224 CHF | 278 932 CHF | 99,94% | 99,94% |