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% | 3,34 CHF | 3,35 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 177 838 CHF | 178 368 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 178 435 CHF | 178 959 CHF | 99,91% | 99,91% |
18/11/2024 | 0,30% | 3,46 CHF | 3,47 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 177 161 CHF | 177 690 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 177 536 CHF | 178 067 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 52 000 | 52 000 | 52 697 | 52 697 | 179 359 CHF | 179 886 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,55 CHF | 3,56 CHF | 52 000 | 52 000 | 53 300 | 53 300 | 175 975 CHF | 176 508 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,53 CHF | 3,54 CHF | 52 000 | 52 000 | 49 992 | 49 992 | 191 962 CHF | 192 462 CHF | 99,83% | 99,83% |
11/11/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 195 646 CHF | 196 136 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 49 000 | 49 000 | 49 780 | 49 780 | 192 944 CHF | 193 442 CHF | 98,97% | 98,97% |
07/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 192 148 CHF | 192 639 CHF | 100,00% | 100,00% |