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 | 0,28% | 3,52 CHF | 3,53 CHF | 35 000 | 35 000 | 34 533 | 34 533 | 122 768 CHF | 123 114 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,61 CHF | 3,62 CHF | 34 000 | 34 000 | 33 865 | 33 865 | 123 352 CHF | 123 690 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 34 000 | 34 000 | 33 825 | 33 825 | 125 816 CHF | 126 154 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 34 000 | 34 000 | 33 431 | 33 431 | 124 914 CHF | 125 248 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 125 759 CHF | 126 098 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,74 CHF | 3,75 CHF | 34 000 | 34 000 | 33 010 | 33 010 | 125 183 CHF | 125 513 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 36 000 | 36 000 | 34 939 | 34 939 | 120 357 CHF | 120 706 CHF | 99,85% | 99,85% |
11/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 35 000 | 35 000 | 34 855 | 34 855 | 122 235 CHF | 122 583 CHF | 99,69% | 99,69% |
08/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 36 000 | 36 000 | 35 127 | 35 127 | 119 892 CHF | 120 244 CHF | 99,23% | 99,23% |
07/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 35 000 | 35 000 | 35 059 | 35 059 | 119 744 CHF | 120 095 CHF | 99,39% | 99,39% |