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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 46 000 | 46 000 | 45 966 | 45 966 | 148 604 CHF | 149 064 CHF | 100,00% | 100,00% |
22/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 46 000 | 46 000 | 46 639 | 46 639 | 147 640 CHF | 148 107 CHF | 99,64% | 99,64% |
20/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 147 694 CHF | 148 174 CHF | 99,43% | 99,43% |
19/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 146 203 CHF | 146 683 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 141 884 CHF | 142 364 CHF | 99,88% | 99,88% |
15/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 361 CHF | 142 861 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 357 CHF | 138 857 CHF | 98,58% | 98,58% |
13/11/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 140 569 CHF | 141 069 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 927 CHF | 142 427 CHF | 99,89% | 99,89% |
11/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 140 786 CHF | 141 266 CHF | 100,00% | 100,00% |