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% | 3,10 CHF | 3,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 236 887 CHF | 237 637 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 233 873 CHF | 234 623 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 232 825 CHF | 233 575 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 229 611 CHF | 230 361 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 222 395 CHF | 223 145 CHF | 99,57% | 99,57% |
13/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 214 220 CHF | 214 974 CHF | 99,32% | 99,32% |
12/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 215 368 CHF | 216 118 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 223 001 CHF | 223 751 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 214 150 CHF | 214 900 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,96 CHF | 2,97 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 219 501 CHF | 220 264 CHF | 99,13% | 99,13% |