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% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 49 531 | 49 529 | 160 296 CHF | 160 786 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 50 000 | 50 000 | 49 524 | 49 520 | 158 696 CHF | 159 178 CHF | 98,73% | 98,73% |
18/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 49 531 | 49 529 | 163 688 CHF | 164 176 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 170 104 CHF | 170 604 CHF | 70,80% | 70,80% |
14/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 50 000 | 50 000 | 49 529 | 49 529 | 174 480 CHF | 174 976 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,45 CHF | 3,46 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 168 543 CHF | 169 039 CHF | 99,70% | 99,70% |
12/11/2024 | 0,30% | 3,42 CHF | 3,43 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 165 558 CHF | 166 054 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 154 764 CHF | 155 260 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 150 906 CHF | 151 402 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 150 755 CHF | 151 251 CHF | 100,00% | 100,00% |