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% | 3,11 CHF | 3,12 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 284 625 CHF | 285 525 CHF | 99,43% | 99,43% |
19/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 276 061 CHF | 276 961 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 280 275 CHF | 281 175 CHF | 99,88% | 99,88% |
15/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 278 648 CHF | 279 548 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 280 827 CHF | 281 727 CHF | 98,53% | 98,53% |
13/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 90 000 | 90 000 | 89 999 | 89 999 | 278 493 CHF | 279 393 CHF | 99,86% | 99,86% |
12/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 90 000 | 90 000 | 89 717 | 89 717 | 285 597 CHF | 286 495 CHF | 99,89% | 99,89% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 85 000 | 85 000 | 88 431 | 88 431 | 283 873 CHF | 284 758 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 90 000 | 90 000 | 89 983 | 89 983 | 283 677 CHF | 284 577 CHF | 98,30% | 98,30% |
07/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 85 000 | 85 000 | 85 000 | 85 000 | 279 468 CHF | 280 318 CHF | 100,00% | 100,00% |