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% | 3,30 CHF | 3,31 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 159 294 CHF | 159 774 CHF | 99,44% | 99,44% |
19/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 157 773 CHF | 158 253 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 153 429 CHF | 153 909 CHF | 99,88% | 99,88% |
15/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 154 362 CHF | 154 862 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 323 CHF | 150 823 CHF | 98,57% | 98,57% |
13/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 556 CHF | 153 056 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,02 CHF | 3,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 925 CHF | 154 425 CHF | 99,88% | 99,88% |
11/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 152 321 CHF | 152 801 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 231 CHF | 147 731 CHF | 98,30% | 98,30% |
07/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 089 CHF | 150 589 CHF | 100,00% | 100,00% |