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 | 0,27% | 3,63 CHF | 3,64 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 175 264 CHF | 175 744 CHF | 99,48% | 99,48% |
19/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 173 768 CHF | 174 248 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 169 386 CHF | 169 866 CHF | 99,89% | 99,89% |
15/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 955 CHF | 171 455 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 917 CHF | 167 417 CHF | 98,66% | 98,66% |
13/11/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 104 CHF | 169 604 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 471 CHF | 170 971 CHF | 99,88% | 99,88% |
11/11/2024 | 0,28% | 3,48 CHF | 3,49 CHF | 48 000 | 48 000 | 48 004 | 48 003 | 168 262 CHF | 168 739 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 163 816 CHF | 164 316 CHF | 98,29% | 98,29% |
07/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 626 CHF | 167 126 CHF | 100,00% | 100,00% |