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% | 4,00 CHF | 4,01 CHF | 193 000 | 193 000 | 61 687 | 61 687 | 246 307 CHF | 246 928 CHF | 99,90% | 99,90% |
19/11/2024 | 0,28% | 3,78 CHF | 3,79 CHF | 199 000 | 199 000 | 63 553 | 63 553 | 236 653 CHF | 237 289 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,68 CHF | 3,69 CHF | 200 000 | 200 000 | 63 776 | 63 776 | 226 190 CHF | 226 828 CHF | 99,88% | 99,88% |
15/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 210 000 | 210 000 | 65 018 | 65 018 | 231 239 CHF | 231 890 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 200 000 | 200 000 | 63 770 | 63 770 | 232 926 CHF | 233 565 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,58 CHF | 3,59 CHF | 200 000 | 200 000 | 66 051 | 66 051 | 233 649 CHF | 234 310 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 210 000 | 210 000 | 66 983 | 66 983 | 227 444 CHF | 228 115 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 210 000 | 210 000 | 67 005 | 67 005 | 220 993 CHF | 221 664 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 220 000 | 220 000 | 69 716 | 69 716 | 225 308 CHF | 226 006 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 3,19 CHF | 3,20 CHF | 220 000 | 220 000 | 70 130 | 70 130 | 219 976 CHF | 220 678 CHF | 100,00% | 100,00% |