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 | 0,54% | 3,29 CHF | 3,30 CHF | 200 000 | 200 000 | 89 138 | 89 138 | 293 752 CHF | 295 101 CHF | 99,90% | 99,90% |
19/11/2024 | 0,54% | 3,27 CHF | 3,28 CHF | 200 000 | 200 000 | 89 177 | 89 177 | 292 106 CHF | 293 455 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 3,38 CHF | 3,39 CHF | 200 000 | 200 000 | 88 890 | 88 890 | 298 955 CHF | 300 301 CHF | 99,90% | 99,90% |
15/11/2024 | 0,54% | 3,40 CHF | 3,41 CHF | 190 000 | 190 000 | 87 824 | 87 824 | 295 872 CHF | 297 208 CHF | 99,90% | 99,90% |
14/11/2024 | 0,92% | 3,38 CHF | 3,39 CHF | 200 000 | 200 000 | 65 679 | 65 679 | 222 265 CHF | 223 492 CHF | 96,40% | 96,40% |
13/11/2024 | 0,52% | 3,43 CHF | 3,44 CHF | 190 000 | 190 000 | 85 128 | 85 128 | 292 414 CHF | 293 702 CHF | 99,92% | 99,92% |
12/11/2024 | 0,52% | 3,44 CHF | 3,45 CHF | 190 000 | 190 000 | 84 503 | 84 503 | 291 218 CHF | 292 496 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 3,42 CHF | 3,43 CHF | 190 000 | 190 000 | 85 232 | 85 232 | 293 329 CHF | 294 622 CHF | 99,83% | 99,83% |
08/11/2024 | 0,54% | 3,36 CHF | 3,37 CHF | 200 000 | 200 000 | 88 746 | 88 746 | 297 334 CHF | 298 675 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 3,33 CHF | 3,34 CHF | 200 000 | 200 000 | 89 157 | 89 157 | 298 006 CHF | 299 355 CHF | 100,00% | 100,00% |