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 | 1,33% | 4,25 CHF | 4,28 CHF | 100 000 | 100 000 | 37 370 | 37 370 | 153 993 CHF | 155 584 CHF | 99,59% | 99,59% |
19/11/2024 | 1,26% | 4,21 CHF | 4,24 CHF | 100 000 | 100 000 | 39 999 | 39 999 | 167 738 CHF | 169 388 CHF | 86,44% | 86,44% |
18/11/2024 | 2,16% | 4,06 CHF | 4,11 CHF | 100 000 | 100 000 | 37 374 | 37 374 | 152 590 CHF | 155 242 CHF | 99,56% | 99,56% |
15/11/2024 | 1,38% | 4,12 CHF | 4,15 CHF | 100 000 | 100 000 | 37 358 | 37 358 | 148 009 CHF | 149 599 CHF | 99,60% | 99,60% |
14/11/2024 | 1,40% | 3,80 CHF | 3,83 CHF | 100 000 | 100 000 | 37 372 | 37 372 | 141 400 CHF | 142 991 CHF | 99,57% | 99,57% |
13/11/2024 | 1,36% | 3,94 CHF | 3,97 CHF | 100 000 | 100 000 | 37 861 | 37 861 | 149 133 CHF | 150 735 CHF | 96,86% | 96,86% |
12/11/2024 | 1,31% | 3,97 CHF | 4,00 CHF | 100 000 | 100 000 | 37 828 | 37 828 | 151 918 CHF | 153 519 CHF | 96,97% | 96,97% |
11/11/2024 | 1,38% | 4,04 CHF | 4,07 CHF | 100 000 | 100 000 | 37 362 | 37 362 | 145 255 CHF | 146 846 CHF | 99,57% | 99,57% |
08/11/2024 | 1,42% | 3,81 CHF | 3,84 CHF | 100 000 | 100 000 | 37 362 | 37 362 | 140 082 CHF | 141 672 CHF | 99,60% | 99,60% |
07/11/2024 | 1,37% | 3,73 CHF | 3,76 CHF | 100 000 | 100 000 | 37 361 | 37 361 | 144 062 CHF | 145 653 CHF | 99,59% | 99,59% |