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 | 0,32% | 3,07 CHF | 3,08 CHF | 35 000 | 35 000 | 34 533 | 34 533 | 107 312 CHF | 107 658 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 34 000 | 34 000 | 33 865 | 33 865 | 108 148 CHF | 108 487 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 34 000 | 34 000 | 33 825 | 33 825 | 110 641 CHF | 110 979 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 34 000 | 34 000 | 33 431 | 33 431 | 109 887 CHF | 110 221 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 110 564 CHF | 110 903 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 34 000 | 34 000 | 33 010 | 33 010 | 110 357 CHF | 110 687 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 36 000 | 36 000 | 34 939 | 34 939 | 104 677 CHF | 105 027 CHF | 99,85% | 99,85% |
11/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 35 000 | 35 000 | 34 855 | 34 855 | 106 568 CHF | 106 917 CHF | 99,69% | 99,69% |
08/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 36 000 | 36 000 | 35 127 | 35 127 | 104 075 CHF | 104 427 CHF | 99,23% | 99,23% |
07/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 35 000 | 35 000 | 35 058 | 35 058 | 103 883 CHF | 104 233 CHF | 99,39% | 99,39% |