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 | 0,34% | 2,93 CHF | 2,94 CHF | 115 000 | 115 000 | 110 504 | 110 504 | 327 327 CHF | 328 432 CHF | 99,17% | 99,17% |
19/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 115 000 | 115 000 | 113 800 | 113 800 | 333 599 CHF | 334 737 CHF | 99,27% | 99,27% |
18/11/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 326 825 CHF | 327 920 CHF | 99,86% | 99,86% |
15/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 326 934 CHF | 328 029 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 110 000 | 110 000 | 111 611 | 111 611 | 329 071 CHF | 330 188 CHF | 98,59% | 98,59% |
13/11/2024 | 0,34% | 2,93 CHF | 2,94 CHF | 115 000 | 115 000 | 110 569 | 110 569 | 328 215 CHF | 329 321 CHF | 99,19% | 99,19% |
12/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 115 000 | 115 000 | 110 411 | 110 411 | 327 077 CHF | 328 181 CHF | 99,74% | 99,74% |
11/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 333 782 CHF | 334 877 CHF | 99,98% | 99,98% |
08/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 110 000 | 110 000 | 109 541 | 109 541 | 330 017 CHF | 331 112 CHF | 98,97% | 98,97% |
07/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 110 000 | 110 000 | 109 543 | 109 543 | 335 655 CHF | 336 751 CHF | 99,24% | 99,24% |