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% | 3,02 CHF | 3,03 CHF | 75 000 | 75 000 | 74 361 | 74 361 | 225 683 CHF | 226 427 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 76 000 | 76 000 | 75 226 | 75 226 | 223 380 CHF | 224 133 CHF | 98,72% | 98,72% |
18/11/2024 | 0,35% | 2,98 CHF | 2,99 CHF | 76 000 | 76 000 | 76 893 | 76 893 | 220 055 CHF | 220 825 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 77 000 | 77 000 | 77 476 | 77 476 | 224 382 CHF | 225 157 CHF | 70,85% | 70,85% |
14/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 76 000 | 76 000 | 75 582 | 75 582 | 223 790 CHF | 224 547 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 77 000 | 77 000 | 76 528 | 76 528 | 221 240 CHF | 222 006 CHF | 99,70% | 99,70% |
12/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 78 000 | 78 000 | 76 334 | 76 334 | 222 304 CHF | 223 068 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,87 CHF | 2,88 CHF | 78 000 | 78 000 | 75 826 | 75 826 | 224 703 CHF | 225 462 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 76 000 | 76 000 | 74 444 | 74 444 | 231 537 CHF | 232 282 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 74 000 | 74 000 | 74 393 | 74 393 | 232 905 CHF | 233 650 CHF | 100,00% | 100,00% |