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 | 113 000 | 113 000 | 112 300 | 112 300 | 350 552 CHF | 351 675 CHF | 99,44% | 99,44% |
19/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 113 000 | 113 000 | 112 951 | 112 951 | 350 233 CHF | 351 363 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 113 000 | 113 000 | 112 997 | 112 997 | 349 665 CHF | 350 795 CHF | 99,88% | 99,88% |
15/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 113 000 | 113 000 | 113 673 | 113 673 | 349 308 CHF | 350 444 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 114 000 | 114 000 | 114 611 | 114 611 | 346 698 CHF | 347 844 CHF | 98,58% | 98,58% |
13/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 115 000 | 115 000 | 115 518 | 115 518 | 344 429 CHF | 345 584 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 117 000 | 117 000 | 115 585 | 115 585 | 344 350 CHF | 345 505 CHF | 99,90% | 99,90% |
11/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 114 000 | 114 000 | 114 635 | 114 635 | 347 219 CHF | 348 366 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 116 000 | 116 000 | 115 899 | 115 899 | 344 160 CHF | 345 319 CHF | 98,30% | 98,30% |
07/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 115 000 | 115 000 | 114 549 | 114 549 | 347 195 CHF | 348 340 CHF | 100,00% | 100,00% |