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 | 0,53% | 3,38 CHF | 3,39 CHF | 200 000 | 200 000 | 89 137 | 89 137 | 301 692 CHF | 303 040 CHF | 99,90% | 99,90% |
19/11/2024 | 0,53% | 3,36 CHF | 3,37 CHF | 200 000 | 200 000 | 89 173 | 89 173 | 299 991 CHF | 301 339 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 3,47 CHF | 3,48 CHF | 200 000 | 200 000 | 88 888 | 88 888 | 306 883 CHF | 308 230 CHF | 99,90% | 99,90% |
15/11/2024 | 0,52% | 3,49 CHF | 3,50 CHF | 190 000 | 190 000 | 87 825 | 87 825 | 303 739 CHF | 305 074 CHF | 99,90% | 99,90% |
14/11/2024 | 0,90% | 3,46 CHF | 3,47 CHF | 200 000 | 200 000 | 65 677 | 65 677 | 228 130 CHF | 229 358 CHF | 96,41% | 96,41% |
13/11/2024 | 0,51% | 3,52 CHF | 3,53 CHF | 190 000 | 190 000 | 85 130 | 85 130 | 299 997 CHF | 301 286 CHF | 99,92% | 99,92% |
12/11/2024 | 0,51% | 3,53 CHF | 3,54 CHF | 190 000 | 190 000 | 84 500 | 84 500 | 298 706 CHF | 299 983 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 3,51 CHF | 3,52 CHF | 190 000 | 190 000 | 85 235 | 85 235 | 300 866 CHF | 302 160 CHF | 99,83% | 99,83% |
08/11/2024 | 0,52% | 3,44 CHF | 3,45 CHF | 200 000 | 200 000 | 88 745 | 88 745 | 305 151 CHF | 306 492 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 3,42 CHF | 3,43 CHF | 200 000 | 200 000 | 89 157 | 89 157 | 305 834 CHF | 307 182 CHF | 100,00% | 100,00% |