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 | 0,31% | 3,19 CHF | 3,20 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 593 255 CHF | 595 097 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 185 000 | 185 000 | 185 036 | 185 036 | 588 649 CHF | 590 499 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 587 523 CHF | 589 372 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 588 646 CHF | 590 488 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 185 000 | 185 000 | 184 238 | 184 238 | 594 051 CHF | 595 894 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 190 000 | 190 000 | 189 342 | 189 342 | 578 921 CHF | 580 814 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 190 000 | 190 000 | 187 768 | 187 768 | 589 118 CHF | 590 996 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 185 000 | 185 000 | 184 203 | 184 203 | 589 468 CHF | 591 310 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 185 000 | 185 000 | 185 836 | 185 836 | 587 205 CHF | 589 063 CHF | 99,19% | 99,19% |
07/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 190 000 | 190 000 | 188 356 | 188 356 | 589 779 CHF | 591 663 CHF | 100,00% | 100,00% |