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 | 0,32% | 3,03 CHF | 3,04 CHF | 44 000 | 44 000 | 43 236 | 43 236 | 134 312 CHF | 134 745 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 44 000 | 44 000 | 43 352 | 43 352 | 134 094 CHF | 134 528 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 43 000 | 43 000 | 43 471 | 43 471 | 134 563 CHF | 134 998 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 136 124 CHF | 136 554 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 43 000 | 43 000 | 42 878 | 42 878 | 137 341 CHF | 137 770 CHF | 99,39% | 99,39% |
13/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 132 219 CHF | 132 659 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 44 000 | 44 000 | 43 918 | 43 918 | 134 491 CHF | 134 930 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 137 059 CHF | 137 489 CHF | 99,93% | 99,93% |
08/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 43 000 | 43 000 | 42 821 | 42 821 | 137 961 CHF | 138 390 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 42 000 | 42 000 | 42 110 | 42 110 | 140 930 CHF | 141 351 CHF | 100,00% | 100,00% |