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 | 0,33% | 3,01 CHF | 3,02 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 158 573 CHF | 159 100 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 158 384 CHF | 158 920 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 156 765 CHF | 157 301 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 155 903 CHF | 156 444 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 153 853 CHF | 154 401 CHF | 99,34% | 99,34% |
13/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 155 281 CHF | 155 826 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 56 000 | 56 000 | 55 306 | 55 306 | 158 275 CHF | 158 828 CHF | 68,32% | 100,00% |
11/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 158 812 CHF | 159 339 CHF | 99,93% | 99,93% |
08/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 54 000 | 54 000 | 51 726 | 51 726 | 161 517 CHF | 162 034 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 51 000 | 51 000 | 49 706 | 49 706 | 166 712 CHF | 167 209 CHF | 98,53% | 98,53% |