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% | 3,09 CHF | 3,10 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 164 798 CHF | 165 328 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 165 537 CHF | 166 060 CHF | 99,90% | 99,90% |
18/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 164 104 CHF | 164 632 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 164 478 CHF | 165 009 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 52 000 | 52 000 | 52 696 | 52 696 | 166 388 CHF | 166 915 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,31 CHF | 3,32 CHF | 52 000 | 52 000 | 53 300 | 53 300 | 162 856 CHF | 163 389 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,29 CHF | 3,30 CHF | 52 000 | 52 000 | 49 992 | 49 992 | 179 654 CHF | 180 154 CHF | 99,80% | 99,80% |
11/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 183 598 CHF | 184 088 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 49 000 | 49 000 | 49 781 | 49 781 | 180 684 CHF | 181 182 CHF | 98,96% | 98,96% |
07/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 180 074 CHF | 180 566 CHF | 100,00% | 100,00% |