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 | 0,32% | 3,06 CHF | 3,07 CHF | 94 000 | 94 000 | 93 115 | 93 115 | 287 652 CHF | 288 583 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 93 000 | 93 000 | 93 519 | 93 519 | 286 931 CHF | 287 866 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 92 000 | 92 000 | 92 630 | 92 630 | 288 671 CHF | 289 597 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 93 000 | 93 000 | 92 597 | 92 597 | 287 623 CHF | 288 549 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 93 000 | 93 000 | 93 649 | 93 649 | 286 021 CHF | 286 957 CHF | 99,33% | 99,33% |
13/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 96 000 | 96 000 | 95 676 | 95 676 | 280 859 CHF | 281 816 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,91 CHF | 2,92 CHF | 96 000 | 96 000 | 94 583 | 94 583 | 283 889 CHF | 284 835 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 93 000 | 93 000 | 93 007 | 93 007 | 286 398 CHF | 287 328 CHF | 99,93% | 99,93% |
08/11/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 94 000 | 94 000 | 92 902 | 92 902 | 287 676 CHF | 288 605 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 91 000 | 91 000 | 91 391 | 91 391 | 289 345 CHF | 290 259 CHF | 100,00% | 100,00% |