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 | 0,33% | 2,99 CHF | 3,00 CHF | 94 000 | 94 000 | 93 114 | 93 114 | 280 726 CHF | 281 658 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 93 000 | 93 000 | 93 520 | 93 520 | 280 003 CHF | 280 938 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 92 000 | 92 000 | 92 630 | 92 630 | 281 761 CHF | 282 687 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 280 707 CHF | 281 633 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 279 008 CHF | 279 945 CHF | 99,39% | 99,39% |
13/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 96 000 | 96 000 | 95 677 | 95 677 | 273 715 CHF | 274 671 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,84 CHF | 2,85 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 276 885 CHF | 277 831 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 279 453 CHF | 280 383 CHF | 99,93% | 99,93% |
08/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 94 000 | 94 000 | 92 901 | 92 901 | 280 791 CHF | 281 720 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 91 000 | 91 000 | 91 391 | 91 391 | 282 544 CHF | 283 458 CHF | 100,00% | 100,00% |