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% | 3,65 CHF | 3,66 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 181 588 CHF | 182 084 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 178 290 CHF | 178 783 CHF | 61,62% | 61,62% |
18/11/2024 | 0,29% | 3,63 CHF | 3,64 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 173 908 CHF | 174 403 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 176 461 CHF | 176 961 CHF | 70,45% | 70,45% |
14/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 178 170 CHF | 178 664 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 174 226 CHF | 174 722 CHF | 99,94% | 99,94% |
12/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 175 312 CHF | 175 808 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 3,49 CHF | 3,50 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 176 891 CHF | 177 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 183 148 CHF | 183 644 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 183 955 CHF | 184 451 CHF | 100,00% | 100,00% |