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% | 3,18 CHF | 3,19 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 135 041 CHF | 135 461 CHF | 99,47% | 99,47% |
19/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 131 764 CHF | 132 184 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 132 513 CHF | 132 933 CHF | 99,89% | 99,89% |
15/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 130 885 CHF | 131 312 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,17 CHF | 3,18 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 131 300 CHF | 131 728 CHF | 98,64% | 98,64% |
13/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 133 075 CHF | 133 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 131 588 CHF | 132 009 CHF | 99,88% | 99,88% |
11/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 135 435 CHF | 135 853 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 134 935 CHF | 135 355 CHF | 98,29% | 98,29% |
07/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 42 000 | 42 000 | 41 473 | 41 473 | 136 141 CHF | 136 556 CHF | 100,00% | 100,00% |