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 | 0,55% | 3,20 CHF | 3,21 CHF | 91 000 | 91 000 | 40 581 | 40 581 | 131 422 CHF | 132 036 CHF | 99,90% | 99,90% |
19/11/2024 | 0,56% | 3,17 CHF | 3,18 CHF | 92 000 | 92 000 | 40 990 | 40 990 | 130 281 CHF | 130 902 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 3,21 CHF | 3,22 CHF | 91 000 | 91 000 | 40 848 | 40 848 | 130 445 CHF | 131 064 CHF | 99,90% | 99,90% |
15/11/2024 | 0,55% | 3,18 CHF | 3,19 CHF | 91 000 | 91 000 | 40 558 | 40 558 | 131 087 CHF | 131 701 CHF | 99,90% | 99,90% |
14/11/2024 | 0,54% | 3,27 CHF | 3,28 CHF | 90 000 | 90 000 | 40 338 | 40 338 | 132 899 CHF | 133 511 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 3,29 CHF | 3,30 CHF | 90 000 | 90 000 | 40 404 | 40 404 | 133 010 CHF | 133 623 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 3,32 CHF | 3,33 CHF | 89 000 | 89 000 | 40 194 | 40 194 | 133 537 CHF | 134 148 CHF | 99,87% | 99,87% |
11/11/2024 | 0,54% | 3,32 CHF | 3,33 CHF | 89 000 | 89 000 | 40 173 | 40 173 | 134 405 CHF | 135 015 CHF | 99,59% | 99,59% |
08/11/2024 | 0,54% | 3,34 CHF | 3,35 CHF | 89 000 | 89 000 | 40 378 | 40 378 | 134 216 CHF | 134 828 CHF | 99,20% | 99,20% |
07/11/2024 | 0,54% | 3,32 CHF | 3,33 CHF | 90 000 | 90 000 | 40 307 | 40 307 | 134 270 CHF | 134 881 CHF | 99,89% | 99,89% |