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 | 0,33% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 49 720 | 49 720 | 151 138 CHF | 151 635 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 49 000 | 49 000 | 48 480 | 48 480 | 152 131 CHF | 152 615 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 152 887 CHF | 153 367 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 47 000 | 47 000 | 47 069 | 47 069 | 151 883 CHF | 152 353 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 47 000 | 47 000 | 47 680 | 47 680 | 152 642 CHF | 153 119 CHF | 99,34% | 99,34% |
13/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 48 000 | 48 000 | 47 569 | 47 569 | 152 170 CHF | 152 645 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 48 000 | 48 000 | 47 160 | 47 160 | 152 088 CHF | 152 560 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 47 000 | 47 000 | 46 999 | 46 999 | 153 899 CHF | 154 369 CHF | 99,93% | 99,93% |
08/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 48 000 | 48 000 | 47 760 | 47 760 | 152 951 CHF | 153 428 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 47 000 | 47 000 | 46 998 | 46 998 | 153 716 CHF | 154 186 CHF | 100,00% | 100,00% |