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 | 0,31% | 3,18 CHF | 3,19 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 169 450 CHF | 169 980 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 170 118 CHF | 170 642 CHF | 99,84% | 99,84% |
18/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 168 779 CHF | 169 307 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 169 194 CHF | 169 725 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 52 000 | 52 000 | 52 697 | 52 697 | 171 019 CHF | 171 546 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,39 CHF | 3,40 CHF | 52 000 | 52 000 | 53 301 | 53 301 | 167 547 CHF | 168 080 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,37 CHF | 3,38 CHF | 52 000 | 52 000 | 49 973 | 49 973 | 184 070 CHF | 184 569 CHF | 98,74% | 98,74% |
11/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 187 692 CHF | 188 182 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 49 000 | 49 000 | 49 780 | 49 780 | 184 902 CHF | 185 400 CHF | 98,88% | 98,88% |
07/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 184 217 CHF | 184 708 CHF | 100,00% | 100,00% |