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% | 3,85 CHF | 3,86 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 388 859 CHF | 389 886 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 387 378 CHF | 388 406 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 395 452 CHF | 396 484 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 354 603 CHF | 355 590 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 95 000 | 95 000 | 96 675 | 96 675 | 333 344 CHF | 334 311 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 389 454 CHF | 390 478 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 371 000 CHF | 372 002 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 380 116 CHF | 381 129 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 394 808 CHF | 395 836 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 397 710 CHF | 398 736 CHF | 100,00% | 100,00% |