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 | 0,30% | 3,33 CHF | 3,34 CHF | 113 000 | 113 000 | 112 300 | 112 300 | 376 584 CHF | 377 707 CHF | 99,44% | 99,44% |
19/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 376 461 CHF | 377 590 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 375 886 CHF | 377 016 CHF | 99,88% | 99,88% |
15/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 375 684 CHF | 376 821 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 373 304 CHF | 374 450 CHF | 98,61% | 98,61% |
13/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 371 230 CHF | 372 385 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 371 153 CHF | 372 309 CHF | 99,90% | 99,90% |
11/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 114 000 | 114 000 | 114 636 | 114 636 | 373 749 CHF | 374 896 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 371 025 CHF | 372 184 CHF | 98,30% | 98,30% |
07/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 373 657 CHF | 374 803 CHF | 100,00% | 100,00% |