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 | 0,33% | 3,03 CHF | 3,04 CHF | 115 000 | 115 000 | 110 509 | 110 509 | 338 684 CHF | 339 789 CHF | 99,44% | 99,44% |
19/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 115 000 | 115 000 | 113 803 | 113 803 | 345 304 CHF | 346 442 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 338 098 CHF | 339 194 CHF | 99,88% | 99,88% |
15/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 338 295 CHF | 339 390 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 110 000 | 110 000 | 111 614 | 111 614 | 340 638 CHF | 341 754 CHF | 98,55% | 98,55% |
13/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 115 000 | 115 000 | 110 580 | 110 580 | 339 575 CHF | 340 681 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 115 000 | 115 000 | 110 417 | 110 417 | 338 495 CHF | 339 599 CHF | 99,88% | 99,88% |
11/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 345 081 CHF | 346 176 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 110 000 | 110 000 | 109 542 | 109 542 | 341 367 CHF | 342 462 CHF | 99,05% | 99,05% |
07/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 110 000 | 110 000 | 109 546 | 109 546 | 347 019 CHF | 348 114 CHF | 100,00% | 100,00% |