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% | 3,79 CHF | 3,80 CHF | 250 000 | 250 000 | 92 601 | 92 601 | 354 270 CHF | 355 198 CHF | 95,09% | 95,09% |
19/11/2024 | 0,66% | 3,72 CHF | 3,73 CHF | 250 000 | 250 000 | 77 684 | 77 684 | 284 235 CHF | 285 430 CHF | 89,43% | 89,43% |
18/11/2024 | 0,29% | 3,58 CHF | 3,59 CHF | 250 000 | 250 000 | 96 537 | 96 537 | 341 398 CHF | 342 365 CHF | 86,09% | 86,09% |
15/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 250 000 | 250 000 | 93 865 | 93 865 | 354 695 CHF | 355 635 CHF | 92,90% | 92,90% |
14/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 230 000 | 230 000 | 87 456 | 87 456 | 342 307 CHF | 343 184 CHF | 93,50% | 93,50% |
13/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 250 000 | 250 000 | 87 383 | 87 383 | 341 324 CHF | 342 199 CHF | 89,80% | 89,80% |
12/11/2024 | 0,62% | 3,90 CHF | 3,91 CHF | 230 000 | 230 000 | 63 766 | 63 766 | 246 034 CHF | 247 127 CHF | 93,07% | 93,07% |
11/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 250 000 | 250 000 | 88 768 | 88 768 | 340 531 CHF | 341 423 CHF | 92,29% | 92,29% |
08/11/2024 | 0,31% | 3,85 CHF | 3,86 CHF | 250 000 | 250 000 | 88 269 | 88 269 | 341 459 CHF | 342 354 CHF | 91,29% | 91,29% |
07/11/2024 | 0,27% | 3,84 CHF | 3,85 CHF | 250 000 | 250 000 | 95 572 | 95 572 | 364 623 CHF | 365 582 CHF | 97,27% | 97,27% |