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% | 3,84 CHF | 3,85 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 78 288 CHF | 78 488 CHF | 99,73% | 99,73% |
19/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 75 632 CHF | 75 832 CHF | 99,86% | 99,86% |
18/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 76 892 CHF | 77 092 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 78 157 CHF | 78 357 CHF | 100,00% | 100,00% |
14/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 259 CHF | 77 459 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 76 896 CHF | 77 096 CHF | 99,92% | 99,92% |
12/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 972 CHF | 78 172 CHF | 100,00% | 100,00% |
11/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 80 593 CHF | 80 793 CHF | 99,66% | 99,66% |
08/11/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 78 672 CHF | 78 872 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 77 939 CHF | 78 139 CHF | 99,70% | 99,70% |