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% | 3,96 CHF | 3,97 CHF | 250 000 | 250 000 | 92 100 | 92 100 | 368 590 CHF | 369 513 CHF | 95,67% | 95,67% |
19/11/2024 | 0,63% | 3,89 CHF | 3,90 CHF | 250 000 | 250 000 | 78 571 | 78 571 | 301 172 CHF | 302 376 CHF | 92,93% | 92,93% |
18/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 250 000 | 250 000 | 96 475 | 96 475 | 357 986 CHF | 358 953 CHF | 91,58% | 91,58% |
15/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 250 000 | 250 000 | 95 180 | 95 180 | 376 292 CHF | 377 245 CHF | 94,99% | 94,99% |
14/11/2024 | 0,25% | 4,13 CHF | 4,14 CHF | 230 000 | 230 000 | 88 956 | 88 956 | 363 856 CHF | 364 749 CHF | 96,14% | 96,14% |
13/11/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 250 000 | 250 000 | 88 566 | 88 566 | 361 328 CHF | 362 216 CHF | 94,80% | 94,80% |
12/11/2024 | 0,59% | 4,08 CHF | 4,09 CHF | 230 000 | 230 000 | 64 505 | 64 505 | 260 223 CHF | 261 322 CHF | 95,72% | 95,72% |
11/11/2024 | 0,26% | 3,98 CHF | 3,99 CHF | 250 000 | 250 000 | 91 865 | 91 865 | 368 171 CHF | 369 093 CHF | 96,27% | 96,27% |
08/11/2024 | 0,30% | 4,02 CHF | 4,03 CHF | 250 000 | 250 000 | 88 693 | 88 693 | 358 396 CHF | 359 296 CHF | 94,58% | 94,58% |
07/11/2024 | 0,26% | 4,02 CHF | 4,03 CHF | 250 000 | 250 000 | 96 792 | 96 792 | 386 135 CHF | 387 108 CHF | 97,88% | 97,88% |