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 | 0,32% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 49 720 | 49 720 | 154 612 CHF | 155 109 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 49 000 | 49 000 | 48 480 | 48 480 | 155 516 CHF | 156 001 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 156 248 CHF | 156 728 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 47 000 | 47 000 | 47 069 | 47 069 | 155 186 CHF | 155 657 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 47 000 | 47 000 | 47 680 | 47 680 | 155 984 CHF | 156 461 CHF | 99,39% | 99,39% |
13/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 48 000 | 48 000 | 47 569 | 47 569 | 155 504 CHF | 155 980 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 48 000 | 48 000 | 47 160 | 47 160 | 155 391 CHF | 155 862 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 47 000 | 47 000 | 46 999 | 46 999 | 157 198 CHF | 157 668 CHF | 99,93% | 99,93% |
08/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 48 000 | 48 000 | 47 760 | 47 760 | 156 308 CHF | 156 786 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 47 000 | 47 000 | 46 998 | 46 998 | 157 030 CHF | 157 500 CHF | 100,00% | 100,00% |