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% | 3,15 CHF | 3,16 CHF | 135 000 | 135 000 | 74 281 | 74 281 | 238 908 CHF | 239 652 CHF | 99,56% | 99,56% |
19/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 135 000 | 135 000 | 73 930 | 73 930 | 233 406 CHF | 234 147 CHF | 99,81% | 99,81% |
18/11/2024 | 0,32% | 3,23 CHF | 3,24 CHF | 135 000 | 135 000 | 74 227 | 74 227 | 238 523 CHF | 239 267 CHF | 99,41% | 99,41% |
15/11/2024 | 0,30% | 3,22 CHF | 3,23 CHF | 135 000 | 135 000 | 74 310 | 74 310 | 246 525 CHF | 247 269 CHF | 99,30% | 99,30% |
14/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 130 000 | 130 000 | 71 518 | 71 518 | 242 237 CHF | 242 954 CHF | 99,62% | 99,62% |
13/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 135 000 | 135 000 | 74 157 | 74 157 | 244 108 CHF | 244 851 CHF | 99,88% | 99,88% |
12/11/2024 | 0,32% | 3,27 CHF | 3,28 CHF | 135 000 | 135 000 | 74 210 | 74 210 | 240 392 CHF | 241 136 CHF | 99,96% | 99,96% |
11/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 135 000 | 135 000 | 74 199 | 74 199 | 244 895 CHF | 245 639 CHF | 99,87% | 99,87% |
08/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 135 000 | 135 000 | 74 282 | 74 282 | 246 923 CHF | 247 667 CHF | 99,00% | 99,00% |
07/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 135 000 | 135 000 | 74 175 | 74 175 | 243 109 CHF | 243 852 CHF | 99,89% | 99,89% |