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 | 0,26% | 3,80 CHF | 3,81 CHF | 30 000 | 30 000 | 29 953 | 29 953 | 115 084 CHF | 115 384 CHF | 95,77% | 95,77% |
19/11/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 30 000 | 30 000 | 29 974 | 29 974 | 113 277 CHF | 113 577 CHF | 94,02% | 94,02% |
18/11/2024 | 0,28% | 3,69 CHF | 3,70 CHF | 30 000 | 30 000 | 29 978 | 29 978 | 107 754 CHF | 108 053 CHF | 99,33% | 99,33% |
15/11/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 30 000 | 30 000 | 29 989 | 29 989 | 101 218 CHF | 101 517 CHF | 96,76% | 96,76% |
14/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 30 000 | 30 000 | 29 887 | 29 887 | 96 087 CHF | 96 386 CHF | 93,97% | 93,97% |
13/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 30 000 | 30 000 | 29 996 | 29 996 | 99 091 CHF | 99 391 CHF | 98,05% | 98,05% |
12/11/2024 | 0,30% | 3,24 CHF | 3,25 CHF | 30 000 | 30 000 | 29 833 | 29 833 | 100 086 CHF | 100 385 CHF | 97,34% | 97,34% |
11/11/2024 | 0,28% | 3,49 CHF | 3,50 CHF | 30 000 | 30 000 | 29 947 | 29 947 | 106 128 CHF | 106 427 CHF | 96,65% | 96,65% |
08/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 30 000 | 30 000 | 29 907 | 29 907 | 92 329 CHF | 92 629 CHF | 95,66% | 95,66% |
07/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 30 000 | 30 000 | 29 944 | 29 944 | 95 935 CHF | 96 234 CHF | 93,39% | 94,31% |