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 | 0,34% | 2,89 CHF | 2,90 CHF | 50 000 | 50 000 | 49 720 | 49 720 | 146 178 CHF | 146 675 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 49 000 | 49 000 | 48 480 | 48 480 | 147 295 CHF | 147 780 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 148 085 CHF | 148 565 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 47 000 | 47 000 | 47 069 | 47 069 | 147 636 CHF | 148 107 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 47 000 | 47 000 | 47 680 | 47 680 | 148 347 CHF | 148 823 CHF | 99,34% | 99,34% |
13/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 48 000 | 48 000 | 47 569 | 47 569 | 147 882 CHF | 148 358 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 48 000 | 48 000 | 47 160 | 47 160 | 147 843 CHF | 148 314 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 47 000 | 47 000 | 46 999 | 46 999 | 149 657 CHF | 150 127 CHF | 99,93% | 99,93% |
08/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 48 000 | 48 000 | 47 759 | 47 759 | 148 633 CHF | 149 111 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 47 000 | 47 000 | 46 998 | 46 998 | 149 454 CHF | 149 924 CHF | 100,00% | 100,00% |