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 | 0,83% | 3,45 CHF | 3,48 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 143 647 CHF | 144 847 CHF | 99,73% | 99,73% |
19/11/2024 | 0,87% | 3,54 CHF | 3,57 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 137 845 CHF | 139 045 CHF | 99,75% | 99,75% |
18/11/2024 | 0,83% | 3,69 CHF | 3,72 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 143 818 CHF | 145 018 CHF | 98,99% | 98,99% |
15/11/2024 | 0,81% | 3,49 CHF | 3,52 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 147 957 CHF | 149 157 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 4,00 CHF | 4,03 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 156 831 CHF | 158 031 CHF | 100,00% | 100,00% |
13/11/2024 | 0,77% | 3,85 CHF | 3,88 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 155 093 CHF | 156 293 CHF | 99,74% | 99,74% |
12/11/2024 | 0,71% | 4,10 CHF | 4,13 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 169 602 CHF | 170 802 CHF | 100,00% | 100,00% |
11/11/2024 | 0,68% | 4,43 CHF | 4,46 CHF | 40 000 | 40 000 | 39 980 | 39 980 | 175 326 CHF | 176 526 CHF | 100,00% | 100,00% |
08/11/2024 | 0,73% | 4,11 CHF | 4,14 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 163 756 CHF | 164 956 CHF | 100,00% | 100,00% |
07/11/2024 | 0,71% | 4,26 CHF | 4,29 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 168 140 CHF | 169 340 CHF | 99,67% | 99,67% |