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% | 3,42 CHF | 3,43 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 182 102 CHF | 182 632 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 182 643 CHF | 183 167 CHF | 99,87% | 99,87% |
18/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 181 376 CHF | 181 905 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,37 CHF | 3,38 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 181 823 CHF | 182 353 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 52 000 | 52 000 | 52 697 | 52 697 | 183 592 CHF | 184 119 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,63 CHF | 3,64 CHF | 52 000 | 52 000 | 53 300 | 53 300 | 180 238 CHF | 180 771 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,61 CHF | 3,62 CHF | 52 000 | 52 000 | 49 972 | 49 972 | 195 970 CHF | 196 470 CHF | 98,76% | 98,76% |
11/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 199 399 CHF | 199 889 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 49 000 | 49 000 | 49 781 | 49 781 | 196 801 CHF | 197 299 CHF | 98,92% | 98,92% |
07/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 195 909 CHF | 196 401 CHF | 100,00% | 100,00% |