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 | 0,31% | 3,23 CHF | 3,24 CHF | 98 000 | 98 000 | 97 817 | 97 817 | 318 935 CHF | 319 914 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 98 000 | 98 000 | 97 793 | 97 793 | 320 097 CHF | 321 075 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 328 480 CHF | 329 440 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,36 CHF | 3,37 CHF | 97 000 | 97 000 | 96 062 | 96 062 | 327 973 CHF | 328 934 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 95 000 | 95 000 | 95 692 | 95 692 | 329 444 CHF | 330 401 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 97 000 | 97 000 | 96 534 | 96 534 | 325 592 CHF | 326 557 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 328 234 CHF | 329 194 CHF | 99,85% | 99,85% |
11/11/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 95 000 | 95 000 | 94 285 | 94 285 | 334 106 CHF | 335 049 CHF | 99,68% | 99,68% |
08/11/2024 | 0,28% | 3,51 CHF | 3,52 CHF | 95 000 | 95 000 | 94 680 | 94 680 | 334 700 CHF | 335 646 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 94 000 | 94 000 | 94 000 | 94 000 | 337 898 CHF | 338 838 CHF | 100,00% | 100,00% |