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% | 3,14 CHF | 3,15 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 47 444 CHF | 47 594 CHF | 99,98% | 99,98% |
19/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 45 934 CHF | 46 084 CHF | 99,85% | 99,85% |
18/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 46 389 CHF | 46 539 CHF | 99,94% | 99,94% |
15/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 47 184 CHF | 47 334 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 46 879 CHF | 47 029 CHF | 99,66% | 99,66% |
13/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 46 565 CHF | 46 715 CHF | 99,95% | 99,95% |
12/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 47 232 CHF | 47 382 CHF | 99,83% | 99,83% |
11/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 48 669 CHF | 48 819 CHF | 99,82% | 99,82% |
08/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 48 417 CHF | 48 567 CHF | 99,86% | 99,86% |
07/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 47 731 CHF | 47 881 CHF | 99,90% | 99,90% |