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% | 3,42 CHF | 3,43 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 165 190 CHF | 165 670 CHF | 99,44% | 99,44% |
19/11/2024 | 0,29% | 3,39 CHF | 3,40 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 163 707 CHF | 164 187 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 159 344 CHF | 159 824 CHF | 99,88% | 99,88% |
15/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 569 CHF | 161 069 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,20 CHF | 3,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 527 CHF | 157 027 CHF | 98,52% | 98,52% |
13/11/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 158 710 CHF | 159 210 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 074 CHF | 160 574 CHF | 99,90% | 99,90% |
11/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 158 247 CHF | 158 727 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 412 CHF | 153 912 CHF | 98,30% | 98,30% |
07/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 156 259 CHF | 156 759 CHF | 100,00% | 100,00% |