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 | 0,31% | 3,19 CHF | 3,20 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 360 820 CHF | 361 943 CHF | 99,48% | 99,48% |
19/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 360 522 CHF | 361 652 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 359 900 CHF | 361 030 CHF | 99,89% | 99,89% |
15/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 359 699 CHF | 360 836 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 357 152 CHF | 358 298 CHF | 98,63% | 98,63% |
13/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 354 932 CHF | 356 087 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 354 764 CHF | 355 920 CHF | 99,88% | 99,88% |
11/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 357 562 CHF | 358 708 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 354 609 CHF | 355 768 CHF | 98,29% | 98,29% |
07/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 357 551 CHF | 358 696 CHF | 100,00% | 100,00% |