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 | 0,28% | 3,53 CHF | 3,54 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 170 384 CHF | 170 864 CHF | 99,44% | 99,44% |
19/11/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 168 916 CHF | 169 396 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 164 553 CHF | 165 033 CHF | 99,88% | 99,88% |
15/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 165 935 CHF | 166 435 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 898 CHF | 162 398 CHF | 98,59% | 98,59% |
13/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 088 CHF | 164 588 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 165 457 CHF | 165 957 CHF | 99,88% | 99,88% |
11/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 163 436 CHF | 163 916 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 802 CHF | 159 302 CHF | 98,30% | 98,30% |
07/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 629 CHF | 162 129 CHF | 100,00% | 100,00% |