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 | 0,35% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 49 720 | 49 720 | 142 708 CHF | 143 205 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 49 000 | 49 000 | 48 480 | 48 480 | 143 909 CHF | 144 394 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 144 724 CHF | 145 204 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 47 000 | 47 000 | 47 069 | 47 069 | 143 860 CHF | 144 331 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 47 000 | 47 000 | 47 680 | 47 680 | 144 527 CHF | 145 004 CHF | 99,39% | 99,39% |
13/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 48 000 | 48 000 | 47 569 | 47 569 | 144 069 CHF | 144 545 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 48 000 | 48 000 | 47 160 | 47 160 | 144 068 CHF | 144 540 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 47 000 | 47 000 | 46 999 | 46 999 | 145 888 CHF | 146 358 CHF | 99,93% | 99,93% |
08/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 48 000 | 48 000 | 47 760 | 47 760 | 144 796 CHF | 145 274 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 47 000 | 47 000 | 46 998 | 46 998 | 145 662 CHF | 146 132 CHF | 100,00% | 100,00% |