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 | 0,31% | 3,14 CHF | 3,15 CHF | 44 000 | 44 000 | 43 236 | 43 236 | 139 028 CHF | 139 461 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 44 000 | 44 000 | 43 351 | 43 351 | 138 792 CHF | 139 226 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 43 000 | 43 000 | 43 471 | 43 471 | 139 306 CHF | 139 740 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 140 766 CHF | 141 196 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 43 000 | 43 000 | 42 878 | 42 878 | 141 967 CHF | 142 396 CHF | 99,39% | 99,39% |
13/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 137 017 CHF | 137 457 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,10 CHF | 3,11 CHF | 44 000 | 44 000 | 43 918 | 43 918 | 139 231 CHF | 139 671 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 141 685 CHF | 142 115 CHF | 99,93% | 99,93% |
08/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 43 000 | 43 000 | 42 821 | 42 821 | 142 594 CHF | 143 022 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 42 000 | 42 000 | 42 110 | 42 110 | 145 478 CHF | 145 899 CHF | 100,00% | 100,00% |