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 | 0,31% | 3,24 CHF | 3,25 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 161 644 CHF | 162 139 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 49 239 | 49 239 | 158 524 CHF | 159 015 CHF | 61,62% | 61,62% |
18/11/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 153 930 CHF | 154 426 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 263 CHF | 156 763 CHF | 70,45% | 70,45% |
14/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 158 149 CHF | 158 644 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 154 347 CHF | 154 843 CHF | 99,93% | 99,93% |
12/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 155 450 CHF | 155 945 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 157 075 CHF | 157 571 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 163 518 CHF | 164 014 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 164 260 CHF | 164 756 CHF | 100,00% | 100,00% |