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 | 43 500 | 43 500 | 43 091 | 43 091 | 148 160 CHF | 148 591 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 44 000 | 44 000 | 43 234 | 43 234 | 146 819 CHF | 147 252 CHF | 98,94% | 98,94% |
18/11/2024 | 0,30% | 3,42 CHF | 3,43 CHF | 43 500 | 43 500 | 43 512 | 43 512 | 147 266 CHF | 147 702 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 44 000 | 44 000 | 44 059 | 44 059 | 147 176 CHF | 147 617 CHF | 72,16% | 72,16% |
14/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 44 500 | 44 500 | 44 097 | 44 097 | 143 209 CHF | 143 650 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 44 500 | 44 500 | 44 521 | 44 521 | 140 778 CHF | 141 224 CHF | 99,57% | 99,57% |
12/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 45 000 | 45 000 | 44 490 | 44 490 | 140 323 CHF | 140 768 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 44 500 | 44 500 | 44 083 | 44 083 | 143 507 CHF | 143 948 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 45 000 | 45 000 | 44 578 | 44 578 | 139 861 CHF | 140 307 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 45 000 | 45 000 | 44 343 | 44 343 | 144 596 CHF | 145 040 CHF | 100,00% | 100,00% |