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 | 0,32% | 3,13 CHF | 3,14 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 582 078 CHF | 583 920 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 185 000 | 185 000 | 185 035 | 185 035 | 577 430 CHF | 579 281 CHF | 99,84% | 99,84% |
18/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 185 000 | 185 000 | 184 969 | 184 969 | 576 201 CHF | 578 051 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 185 000 | 185 000 | 184 235 | 184 235 | 577 375 CHF | 579 217 CHF | 99,69% | 99,69% |
14/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 185 000 | 185 000 | 184 233 | 184 233 | 582 865 CHF | 584 707 CHF | 99,42% | 99,42% |
13/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 190 000 | 190 000 | 189 337 | 189 337 | 567 339 CHF | 569 232 CHF | 99,81% | 99,81% |
12/11/2024 | 0,32% | 3,03 CHF | 3,04 CHF | 190 000 | 190 000 | 187 766 | 187 766 | 577 634 CHF | 579 512 CHF | 99,66% | 99,66% |
11/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 185 000 | 185 000 | 184 237 | 184 237 | 578 402 CHF | 580 244 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 185 000 | 185 000 | 185 840 | 185 840 | 575 869 CHF | 577 727 CHF | 99,19% | 99,19% |
07/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 190 000 | 190 000 | 188 352 | 188 352 | 578 211 CHF | 580 094 CHF | 99,68% | 99,68% |