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% | 3,71 CHF | 3,72 CHF | 188 000 | 188 000 | 101 963 | 101 963 | 382 843 CHF | 383 866 CHF | 99,89% | 99,89% |
19/11/2024 | 0,27% | 3,80 CHF | 3,81 CHF | 185 000 | 185 000 | 102 509 | 102 509 | 384 422 CHF | 385 449 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,79 CHF | 3,80 CHF | 185 000 | 185 000 | 102 562 | 102 562 | 380 882 CHF | 381 911 CHF | 99,89% | 99,89% |
15/11/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 188 000 | 188 000 | 103 027 | 103 027 | 381 413 CHF | 382 445 CHF | 99,90% | 99,90% |
14/11/2024 | 0,28% | 3,73 CHF | 3,74 CHF | 188 000 | 188 000 | 103 136 | 103 136 | 380 391 CHF | 381 424 CHF | 99,16% | 99,16% |
13/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 190 000 | 190 000 | 104 289 | 104 289 | 376 384 CHF | 377 429 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 190 000 | 190 000 | 104 506 | 104 506 | 378 207 CHF | 379 254 CHF | 99,26% | 99,26% |
11/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 190 000 | 190 000 | 103 591 | 103 591 | 378 079 CHF | 379 117 CHF | 99,66% | 99,66% |
08/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 190 000 | 190 000 | 102 655 | 102 655 | 380 592 CHF | 381 620 CHF | 97,40% | 97,40% |
07/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 190 000 | 190 000 | 105 264 | 105 264 | 378 756 CHF | 379 811 CHF | 100,00% | 100,00% |