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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 41 000 | 41 000 | 41 611 | 41 611 | 135 877 CHF | 136 293 CHF | 99,64% | 99,64% |
20/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 135 693 CHF | 136 113 CHF | 99,43% | 99,43% |
19/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 132 423 CHF | 132 843 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 133 178 CHF | 133 598 CHF | 99,88% | 99,88% |
15/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 131 556 CHF | 131 984 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 131 989 CHF | 132 417 CHF | 98,55% | 98,55% |
13/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 133 742 CHF | 134 162 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 132 268 CHF | 132 689 CHF | 99,89% | 99,89% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 136 082 CHF | 136 501 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 135 583 CHF | 136 003 CHF | 98,30% | 98,30% |