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 | 0,29% | 3,38 CHF | 3,39 CHF | 35 000 | 35 000 | 34 533 | 34 533 | 117 892 CHF | 118 238 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 34 000 | 34 000 | 33 865 | 33 865 | 118 527 CHF | 118 866 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 34 000 | 34 000 | 33 825 | 33 825 | 120 988 CHF | 121 327 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 34 000 | 34 000 | 33 432 | 33 432 | 120 139 CHF | 120 474 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 120 922 CHF | 121 261 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,60 CHF | 3,61 CHF | 34 000 | 34 000 | 33 010 | 33 010 | 120 556 CHF | 120 886 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 36 000 | 36 000 | 34 939 | 34 939 | 115 307 CHF | 115 656 CHF | 99,86% | 99,86% |
11/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 35 000 | 35 000 | 34 855 | 34 855 | 117 201 CHF | 117 549 CHF | 99,70% | 99,70% |
08/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 36 000 | 36 000 | 35 128 | 35 128 | 114 795 CHF | 115 147 CHF | 99,24% | 99,24% |
07/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 35 000 | 35 000 | 35 058 | 35 058 | 114 625 CHF | 114 975 CHF | 99,39% | 99,39% |