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 | 0,63% | 3,07 CHF | 3,09 CHF | 45 000 | 45 000 | 44 296 | 44 296 | 140 735 CHF | 141 621 CHF | 100,00% | 100,00% |
19/11/2024 | 0,62% | 3,22 CHF | 3,24 CHF | 44 000 | 44 000 | 44 425 | 44 425 | 141 944 CHF | 142 833 CHF | 99,88% | 99,88% |
18/11/2024 | 0,62% | 3,26 CHF | 3,28 CHF | 44 000 | 44 000 | 44 178 | 44 178 | 142 143 CHF | 143 026 CHF | 100,00% | 100,00% |
15/11/2024 | 0,57% | 3,36 CHF | 3,38 CHF | 43 000 | 43 000 | 42 721 | 42 721 | 148 673 CHF | 149 527 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 3,63 CHF | 3,65 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 152 224 CHF | 153 064 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 3,48 CHF | 3,50 CHF | 43 000 | 43 000 | 42 745 | 42 745 | 149 352 CHF | 150 207 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 3,58 CHF | 3,60 CHF | 42 000 | 42 000 | 41 888 | 41 888 | 152 962 CHF | 153 800 CHF | 99,90% | 99,90% |
11/11/2024 | 0,53% | 3,71 CHF | 3,73 CHF | 41 000 | 41 000 | 41 064 | 41 064 | 153 341 CHF | 154 163 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 3,65 CHF | 3,67 CHF | 42 000 | 42 000 | 41 993 | 41 993 | 152 364 CHF | 153 204 CHF | 98,91% | 98,91% |
07/11/2024 | 0,55% | 3,64 CHF | 3,66 CHF | 42 000 | 42 000 | 41 931 | 41 931 | 152 738 CHF | 153 577 CHF | 100,00% | 100,00% |