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% | 3,41 CHF | 3,42 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 144 667 CHF | 145 087 CHF | 99,48% | 99,48% |
19/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 141 392 CHF | 141 812 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 142 134 CHF | 142 554 CHF | 99,89% | 99,89% |
15/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 140 680 CHF | 141 108 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 141 090 CHF | 141 518 CHF | 98,64% | 98,64% |
13/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 142 684 CHF | 143 104 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 141 225 CHF | 141 646 CHF | 99,88% | 99,88% |
11/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 145 009 CHF | 145 427 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 144 553 CHF | 144 973 CHF | 98,29% | 98,29% |
07/11/2024 | 0,28% | 3,49 CHF | 3,50 CHF | 42 000 | 42 000 | 41 473 | 41 473 | 145 626 CHF | 146 041 CHF | 100,00% | 100,00% |