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 | 0,33% | 3,11 CHF | 3,12 CHF | 188 000 | 100 000 | 185 412 | 99 148 | 565 751 CHF | 303 519 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 196 000 | 100 000 | 194 237 | 99 160 | 605 983 CHF | 310 345 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 194 000 | 100 000 | 192 370 | 99 161 | 582 952 CHF | 301 489 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 207 000 | 100 000 | 206 734 | 100 000 | 614 818 CHF | 298 392 CHF | 82,81% | 82,81% |
14/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 198 000 | 100 000 | 196 530 | 99 164 | 573 251 CHF | 290 227 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 199 000 | 100 000 | 198 180 | 99 162 | 588 514 CHF | 295 464 CHF | 99,21% | 99,21% |
12/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 216 000 | 100 000 | 212 153 | 99 181 | 606 603 CHF | 284 576 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,74 CHF | 2,75 CHF | 203 000 | 100 000 | 200 799 | 99 175 | 549 299 CHF | 272 292 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 2,85 CHF | 2,86 CHF | 215 000 | 100 000 | 212 877 | 99 181 | 602 101 CHF | 281 512 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 207 000 | 100 000 | 205 325 | 99 171 | 557 461 CHF | 270 240 CHF | 100,00% | 100,00% |