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 | 0,28% | 3,57 CHF | 3,58 CHF | 75 000 | 75 000 | 74 384 | 74 384 | 267 124 CHF | 267 868 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 76 000 | 76 000 | 75 252 | 75 252 | 265 170 CHF | 265 923 CHF | 98,72% | 98,72% |
18/11/2024 | 0,30% | 3,53 CHF | 3,54 CHF | 76 000 | 76 000 | 76 916 | 76 916 | 262 980 CHF | 263 750 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 77 000 | 77 000 | 77 430 | 77 430 | 267 443 CHF | 268 217 CHF | 70,86% | 70,86% |
14/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 76 000 | 76 000 | 75 594 | 75 594 | 266 021 CHF | 266 778 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 77 000 | 77 000 | 76 530 | 76 530 | 263 670 CHF | 264 436 CHF | 99,83% | 99,83% |
12/11/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 78 000 | 78 000 | 76 329 | 76 329 | 264 528 CHF | 265 292 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 78 000 | 78 000 | 75 841 | 75 841 | 266 620 CHF | 267 379 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 76 000 | 76 000 | 74 439 | 74 439 | 272 242 CHF | 272 987 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 74 000 | 74 000 | 74 385 | 74 385 | 273 718 CHF | 274 462 CHF | 100,00% | 100,00% |