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 | 1,53% | 3,28 CHF | 3,31 CHF | 100 000 | 100 000 | 37 359 | 37 359 | 126 059 CHF | 127 649 CHF | 99,57% | 99,57% |
19/11/2024 | 1,57% | 3,29 CHF | 3,32 CHF | 100 000 | 100 000 | 40 009 | 40 009 | 131 966 CHF | 133 616 CHF | 86,45% | 86,45% |
18/11/2024 | 1,56% | 3,44 CHF | 3,47 CHF | 100 000 | 100 000 | 37 369 | 37 369 | 127 335 CHF | 128 926 CHF | 99,55% | 99,55% |
15/11/2024 | 1,45% | 3,42 CHF | 3,45 CHF | 100 000 | 100 000 | 37 360 | 37 360 | 133 512 CHF | 135 102 CHF | 99,60% | 99,60% |
14/11/2024 | 1,42% | 3,74 CHF | 3,77 CHF | 100 000 | 100 000 | 37 372 | 37 372 | 140 417 CHF | 142 008 CHF | 99,54% | 99,54% |
13/11/2024 | 1,47% | 3,58 CHF | 3,61 CHF | 100 000 | 100 000 | 37 867 | 37 867 | 135 085 CHF | 136 687 CHF | 96,80% | 96,80% |
12/11/2024 | 1,53% | 3,55 CHF | 3,58 CHF | 100 000 | 100 000 | 37 832 | 37 832 | 132 314 CHF | 133 915 CHF | 96,97% | 96,97% |
11/11/2024 | 1,47% | 3,47 CHF | 3,50 CHF | 100 000 | 100 000 | 37 369 | 37 369 | 134 609 CHF | 136 200 CHF | 99,58% | 99,58% |
08/11/2024 | 1,44% | 3,65 CHF | 3,68 CHF | 100 000 | 100 000 | 37 366 | 37 366 | 137 584 CHF | 139 174 CHF | 99,60% | 99,60% |
07/11/2024 | 1,49% | 3,71 CHF | 3,74 CHF | 100 000 | 100 000 | 37 348 | 37 348 | 134 265 CHF | 135 855 CHF | 99,56% | 99,56% |