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% | 3,07 CHF | 3,08 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 152 180 CHF | 152 676 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 50 000 | 50 000 | 49 525 | 49 525 | 148 046 CHF | 148 542 CHF | 98,90% | 98,90% |
18/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 152 935 CHF | 153 431 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 308 CHF | 157 808 CHF | 71,93% | 71,93% |
14/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 154 364 CHF | 154 860 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 49 527 | 49 527 | 148 861 CHF | 149 357 CHF | 99,41% | 99,41% |
12/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 50 000 | 50 000 | 49 534 | 49 529 | 158 426 CHF | 158 908 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 160 314 CHF | 160 809 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 156 174 CHF | 156 670 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 49 532 | 49 532 | 158 114 CHF | 158 610 CHF | 100,00% | 100,00% |