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 | 0,28% | 3,53 CHF | 3,54 CHF | 128 000 | 128 000 | 69 870 | 69 870 | 252 632 CHF | 253 332 CHF | 99,77% | 99,77% |
19/11/2024 | 0,29% | 3,59 CHF | 3,60 CHF | 128 000 | 128 000 | 70 768 | 70 768 | 248 798 CHF | 249 507 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 128 000 | 128 000 | 70 981 | 70 981 | 246 450 CHF | 247 161 CHF | 99,90% | 99,90% |
15/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 130 000 | 130 000 | 70 795 | 70 795 | 248 733 CHF | 249 442 CHF | 99,72% | 99,72% |
14/11/2024 | 0,29% | 3,59 CHF | 3,60 CHF | 128 000 | 128 000 | 66 883 | 66 883 | 247 264 CHF | 247 958 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 126 000 | 126 000 | 68 530 | 68 530 | 259 033 CHF | 259 720 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 126 000 | 126 000 | 68 714 | 68 714 | 258 455 CHF | 259 143 CHF | 99,90% | 99,90% |
11/11/2024 | 0,28% | 3,74 CHF | 3,75 CHF | 126 000 | 126 000 | 69 468 | 69 468 | 257 476 CHF | 258 172 CHF | 99,90% | 99,90% |
08/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 126 000 | 126 000 | 69 687 | 69 687 | 258 130 CHF | 258 830 CHF | 99,18% | 99,18% |
07/11/2024 | 0,28% | 3,68 CHF | 3,69 CHF | 126 000 | 126 000 | 70 625 | 70 625 | 257 100 CHF | 257 807 CHF | 100,00% | 100,00% |