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% | 3,05 CHF | 3,06 CHF | 135 000 | 135 000 | 74 344 | 74 344 | 232 104 CHF | 232 849 CHF | 99,90% | 99,90% |
19/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 135 000 | 135 000 | 74 052 | 74 052 | 226 792 CHF | 227 534 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 135 000 | 135 000 | 74 280 | 74 280 | 231 629 CHF | 232 373 CHF | 99,55% | 99,55% |
15/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 135 000 | 135 000 | 74 073 | 74 073 | 238 771 CHF | 239 513 CHF | 99,72% | 99,72% |
14/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 130 000 | 130 000 | 71 745 | 71 745 | 236 296 CHF | 237 015 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,20 CHF | 3,21 CHF | 135 000 | 135 000 | 74 237 | 74 237 | 237 400 CHF | 238 144 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 135 000 | 135 000 | 74 241 | 74 241 | 233 480 CHF | 234 224 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 135 000 | 135 000 | 74 254 | 74 254 | 238 097 CHF | 238 841 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 135 000 | 135 000 | 74 413 | 74 413 | 240 415 CHF | 241 161 CHF | 99,18% | 99,18% |
07/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 135 000 | 135 000 | 74 208 | 74 208 | 236 343 CHF | 237 087 CHF | 100,00% | 100,00% |