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 | 0,30% | 3,36 CHF | 3,37 CHF | 75 000 | 75 000 | 74 373 | 74 373 | 251 597 CHF | 252 342 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 76 000 | 76 000 | 75 249 | 75 249 | 249 547 CHF | 250 300 CHF | 98,72% | 98,72% |
18/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 76 000 | 76 000 | 76 912 | 76 912 | 246 923 CHF | 247 693 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 77 000 | 77 000 | 77 412 | 77 412 | 251 194 CHF | 251 968 CHF | 70,88% | 70,88% |
14/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 76 000 | 76 000 | 75 584 | 75 584 | 250 179 CHF | 250 935 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 77 000 | 77 000 | 76 531 | 76 531 | 247 780 CHF | 248 546 CHF | 99,82% | 99,82% |
12/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 78 000 | 78 000 | 76 346 | 76 346 | 248 787 CHF | 249 551 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,22 CHF | 3,23 CHF | 78 000 | 78 000 | 75 898 | 75 898 | 251 149 CHF | 251 909 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 76 000 | 76 000 | 74 450 | 74 450 | 257 044 CHF | 257 789 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 74 000 | 74 000 | 74 411 | 74 411 | 258 509 CHF | 259 254 CHF | 100,00% | 100,00% |