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% | 4,19 CHF | 4,20 CHF | 193 000 | 193 000 | 61 678 | 61 678 | 258 311 CHF | 258 932 CHF | 99,89% | 99,89% |
19/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 199 000 | 199 000 | 63 556 | 63 556 | 249 014 CHF | 249 650 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,88 CHF | 3,89 CHF | 200 000 | 200 000 | 63 762 | 63 762 | 238 585 CHF | 239 224 CHF | 99,87% | 99,87% |
15/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 210 000 | 210 000 | 65 017 | 65 017 | 243 980 CHF | 244 631 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,86 CHF | 3,87 CHF | 200 000 | 200 000 | 63 734 | 63 734 | 245 230 CHF | 245 868 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 200 000 | 200 000 | 66 072 | 66 072 | 246 583 CHF | 247 245 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,59 CHF | 3,60 CHF | 210 000 | 210 000 | 66 992 | 66 992 | 240 501 CHF | 241 172 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 210 000 | 210 000 | 66 981 | 66 981 | 233 885 CHF | 234 556 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 220 000 | 220 000 | 69 715 | 69 715 | 238 695 CHF | 239 393 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,38 CHF | 3,39 CHF | 220 000 | 220 000 | 70 129 | 70 129 | 233 420 CHF | 234 122 CHF | 100,00% | 100,00% |