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% | 3,24 CHF | 3,25 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 130 424 CHF | 130 824 CHF | 99,73% | 99,73% |
19/11/2024 | 0,30% | 3,25 CHF | 3,26 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 132 479 CHF | 132 879 CHF | 99,85% | 99,85% |
18/11/2024 | 0,31% | 3,37 CHF | 3,38 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 130 310 CHF | 130 710 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 130 058 CHF | 130 458 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 132 350 CHF | 132 750 CHF | 99,96% | 99,96% |
13/11/2024 | 0,31% | 3,45 CHF | 3,46 CHF | 40 000 | 40 000 | 40 000 | 39 998 | 128 326 CHF | 128 719 CHF | 99,95% | 99,95% |
12/11/2024 | 0,27% | 3,44 CHF | 3,45 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 149 563 CHF | 149 963 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 155 595 CHF | 155 995 CHF | 99,66% | 99,66% |
08/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 150 911 CHF | 151 311 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 152 370 CHF | 152 770 CHF | 99,70% | 99,70% |