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% | 3,04 CHF | 3,05 CHF | 164 000 | 164 000 | 79 374 | 79 374 | 246 738 CHF | 247 534 CHF | 99,89% | 99,89% |
19/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 164 000 | 164 000 | 80 052 | 80 052 | 246 735 CHF | 247 537 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,16 CHF | 3,17 CHF | 162 000 | 162 000 | 78 599 | 78 599 | 241 763 CHF | 242 550 CHF | 99,85% | 99,85% |
15/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 245 029 CHF | 245 836 CHF | 99,99% | 99,99% |
14/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 162 000 | 162 000 | 77 119 | 77 119 | 246 408 CHF | 247 181 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 160 000 | 160 000 | 77 553 | 77 553 | 255 286 CHF | 256 063 CHF | 100,00% | 100,00% |
12/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 158 000 | 158 000 | 75 067 | 75 067 | 255 942 CHF | 256 694 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 154 000 | 154 000 | 74 338 | 74 338 | 257 795 CHF | 258 540 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 259 807 CHF | 260 541 CHF | 99,85% | 99,85% |
07/11/2024 | 0,30% | 3,49 CHF | 3,50 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 260 770 CHF | 261 530 CHF | 100,00% | 100,00% |