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 | 40 000 | 40 000 | 40 000 | 40 000 | 157 594 CHF | 157 994 CHF | 99,39% | 99,39% |
19/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 153 753 CHF | 154 153 CHF | 99,31% | 99,31% |
18/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 344 CHF | 77 544 CHF | 99,28% | 99,28% |
15/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 401 CHF | 77 601 CHF | 99,38% | 99,38% |
14/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 75 806 CHF | 76 006 CHF | 99,37% | 99,37% |
13/11/2024 | 0,26% | 3,76 CHF | 3,77 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 75 554 CHF | 75 754 CHF | 99,35% | 99,35% |
12/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 761 CHF | 77 961 CHF | 99,10% | 99,10% |
11/11/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 81 049 CHF | 81 249 CHF | 99,31% | 99,31% |
08/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 249 CHF | 77 449 CHF | 99,39% | 99,39% |
07/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 476 CHF | 77 676 CHF | 99,24% | 99,24% |