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 | 0,29% | 3,39 CHF | 3,40 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 163 761 CHF | 164 241 CHF | 99,47% | 99,47% |
19/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 162 274 CHF | 162 754 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 157 882 CHF | 158 362 CHF | 99,89% | 99,89% |
15/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 966 CHF | 159 466 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 936 CHF | 155 436 CHF | 98,63% | 98,63% |
13/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 137 CHF | 157 637 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,11 CHF | 3,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 548 CHF | 159 048 CHF | 99,88% | 99,88% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 156 779 CHF | 157 259 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 840 CHF | 152 340 CHF | 98,29% | 98,29% |
07/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 663 CHF | 155 163 CHF | 100,00% | 100,00% |