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 | 0,30% | 3,28 CHF | 3,29 CHF | 135 000 | 135 000 | 74 338 | 74 338 | 248 786 CHF | 249 531 CHF | 99,90% | 99,90% |
19/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 135 000 | 135 000 | 74 050 | 74 050 | 243 398 CHF | 244 140 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,36 CHF | 3,37 CHF | 135 000 | 135 000 | 74 275 | 74 275 | 248 350 CHF | 249 094 CHF | 99,55% | 99,55% |
15/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 135 000 | 135 000 | 74 074 | 74 074 | 255 426 CHF | 256 169 CHF | 99,72% | 99,72% |
14/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 130 000 | 130 000 | 71 745 | 71 745 | 252 389 CHF | 253 108 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,42 CHF | 3,43 CHF | 135 000 | 135 000 | 74 223 | 74 223 | 253 948 CHF | 254 692 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 135 000 | 135 000 | 74 226 | 74 226 | 250 044 CHF | 250 787 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 135 000 | 135 000 | 74 246 | 74 246 | 254 626 CHF | 255 370 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,43 CHF | 3,44 CHF | 135 000 | 135 000 | 74 412 | 74 412 | 256 831 CHF | 257 576 CHF | 99,18% | 99,18% |
07/11/2024 | 0,30% | 3,46 CHF | 3,47 CHF | 135 000 | 135 000 | 74 205 | 74 205 | 252 739 CHF | 253 482 CHF | 100,00% | 100,00% |