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 | 0,31% | 3,17 CHF | 3,18 CHF | 164 000 | 164 000 | 79 376 | 79 376 | 256 642 CHF | 257 437 CHF | 99,89% | 99,89% |
19/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 164 000 | 164 000 | 80 055 | 80 055 | 256 647 CHF | 257 449 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,29 CHF | 3,30 CHF | 162 000 | 162 000 | 78 605 | 78 605 | 251 580 CHF | 252 368 CHF | 99,86% | 99,86% |
15/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 166 000 | 166 000 | 80 592 | 80 592 | 255 113 CHF | 255 920 CHF | 99,99% | 99,99% |
14/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 162 000 | 162 000 | 77 110 | 77 110 | 255 997 CHF | 256 769 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 160 000 | 160 000 | 77 556 | 77 556 | 264 867 CHF | 265 643 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 158 000 | 158 000 | 75 071 | 75 071 | 265 182 CHF | 265 933 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 154 000 | 154 000 | 74 338 | 74 338 | 266 895 CHF | 267 640 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 268 681 CHF | 269 414 CHF | 99,85% | 99,85% |
07/11/2024 | 0,29% | 3,61 CHF | 3,62 CHF | 154 000 | 154 000 | 75 661 | 75 661 | 269 971 CHF | 270 731 CHF | 100,00% | 100,00% |