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 | 0,29% | 3,38 CHF | 3,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 257 887 CHF | 258 637 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,37 CHF | 3,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 254 873 CHF | 255 623 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,42 CHF | 3,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 253 825 CHF | 254 575 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 250 611 CHF | 251 361 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 243 395 CHF | 244 145 CHF | 99,57% | 99,57% |
13/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 235 228 CHF | 235 983 CHF | 99,32% | 99,32% |
12/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 236 368 CHF | 237 118 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 244 001 CHF | 244 751 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 235 150 CHF | 235 900 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 240 138 CHF | 240 901 CHF | 99,13% | 99,13% |