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% | 3,75 CHF | 3,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 279 676 CHF | 280 426 CHF | 99,73% | 99,73% |
19/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 279 134 CHF | 279 884 CHF | 99,85% | 99,85% |
18/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 271 773 CHF | 272 523 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 272 386 CHF | 273 136 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 271 015 CHF | 271 765 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 274 545 CHF | 275 295 CHF | 99,93% | 99,93% |
12/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 272 321 CHF | 273 071 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 266 191 CHF | 266 941 CHF | 99,65% | 99,65% |
08/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 266 767 CHF | 267 517 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 263 882 CHF | 264 632 CHF | 99,70% | 99,70% |