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 | 0,30% | 3,34 CHF | 3,35 CHF | 164 000 | 164 000 | 79 378 | 79 378 | 270 602 CHF | 271 398 CHF | 99,90% | 99,90% |
19/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 164 000 | 164 000 | 80 050 | 80 050 | 270 713 CHF | 271 515 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,46 CHF | 3,47 CHF | 162 000 | 162 000 | 78 607 | 78 607 | 265 432 CHF | 266 219 CHF | 99,86% | 99,86% |
15/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 166 000 | 166 000 | 80 587 | 80 587 | 269 283 CHF | 270 090 CHF | 99,99% | 99,99% |
14/11/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 162 000 | 162 000 | 77 114 | 77 114 | 269 577 CHF | 270 349 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 160 000 | 160 000 | 77 556 | 77 556 | 278 506 CHF | 279 283 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 158 000 | 158 000 | 75 062 | 75 062 | 278 363 CHF | 279 115 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 279 929 CHF | 280 673 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,84 CHF | 3,85 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 281 456 CHF | 282 190 CHF | 99,85% | 99,85% |
07/11/2024 | 0,28% | 3,78 CHF | 3,79 CHF | 154 000 | 154 000 | 75 661 | 75 661 | 283 133 CHF | 283 893 CHF | 100,00% | 100,00% |