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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 46 000 | 46 000 | 45 981 | 45 981 | 142 077 CHF | 142 537 CHF | 100,00% | 100,00% |
22/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 46 000 | 46 000 | 46 639 | 46 639 | 140 964 CHF | 141 430 CHF | 99,64% | 99,64% |
20/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 140 809 CHF | 141 289 CHF | 99,44% | 99,44% |
19/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 139 303 CHF | 139 783 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,86 CHF | 2,87 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 134 960 CHF | 135 440 CHF | 99,88% | 99,88% |
15/11/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 123 CHF | 135 623 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,69 CHF | 2,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 131 077 CHF | 131 577 CHF | 98,57% | 98,57% |
13/11/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 133 297 CHF | 133 797 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 671 CHF | 135 171 CHF | 99,90% | 99,90% |
11/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 133 883 CHF | 134 363 CHF | 100,00% | 100,00% |