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 | 0,29% | 3,51 CHF | 3,52 CHF | 285 900 | 285 900 | 287 876 | 287 876 | 979 032 CHF | 981 911 CHF | 99,42% | 99,42% |
19/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 289 300 | 289 300 | 284 967 | 284 967 | 948 774 CHF | 951 624 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,34 CHF | 3,35 CHF | 282 100 | 282 100 | 287 185 | 287 185 | 974 617 CHF | 977 489 CHF | 98,75% | 98,75% |
15/11/2024 | 0,30% | 3,43 CHF | 3,44 CHF | 290 700 | 290 700 | 284 120 | 284 120 | 959 044 CHF | 961 885 CHF | 98,67% | 98,67% |
14/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 279 900 | 279 900 | 296 045 | 296 045 | 1 025 390 CHF | 1 028 350 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 306 900 | 306 900 | 304 859 | 304 859 | 976 739 CHF | 979 787 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 303 500 | 303 500 | 309 812 | 309 812 | 986 498 CHF | 989 596 CHF | 99,78% | 99,78% |
11/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 314 000 | 314 000 | 337 532 | 337 532 | 1 030 070 CHF | 1 033 440 CHF | 99,72% | 99,72% |
08/11/2024 | 0,36% | 2,85 CHF | 2,86 CHF | 353 000 | 353 000 | 353 717 | 353 717 | 973 418 CHF | 976 955 CHF | 99,15% | 99,15% |
07/11/2024 | 0,36% | 2,68 CHF | 2,69 CHF | 354 200 | 354 200 | 336 894 | 336 894 | 923 021 CHF | 926 390 CHF | 100,00% | 100,00% |