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 | 0,28% | 3,51 CHF | 3,52 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 169 368 CHF | 169 848 CHF | 99,48% | 99,48% |
19/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 167 844 CHF | 168 324 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 163 480 CHF | 163 960 CHF | 99,89% | 99,89% |
15/11/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 824 CHF | 165 324 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 736 CHF | 161 236 CHF | 98,53% | 98,53% |
13/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 162 949 CHF | 163 449 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,23 CHF | 3,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 164 305 CHF | 164 805 CHF | 99,88% | 99,88% |
11/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 162 365 CHF | 162 845 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 157 607 CHF | 158 107 CHF | 98,29% | 98,29% |
07/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 506 CHF | 161 006 CHF | 100,00% | 100,00% |