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 | 0,32% | 3,08 CHF | 3,09 CHF | 164 000 | 164 000 | 79 377 | 79 377 | 249 784 CHF | 250 579 CHF | 99,89% | 99,89% |
19/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 164 000 | 164 000 | 80 053 | 80 053 | 249 802 CHF | 250 604 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,20 CHF | 3,21 CHF | 162 000 | 162 000 | 78 606 | 78 606 | 244 812 CHF | 245 599 CHF | 99,86% | 99,86% |
15/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 248 162 CHF | 248 969 CHF | 99,99% | 99,99% |
14/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 162 000 | 162 000 | 77 115 | 77 115 | 249 373 CHF | 250 146 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 160 000 | 160 000 | 77 553 | 77 553 | 258 230 CHF | 259 007 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 158 000 | 158 000 | 75 064 | 75 064 | 258 741 CHF | 259 493 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,50 CHF | 3,51 CHF | 154 000 | 154 000 | 74 339 | 74 339 | 260 555 CHF | 261 299 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 154 000 | 154 000 | 73 248 | 73 248 | 262 506 CHF | 263 239 CHF | 99,85% | 99,85% |
07/11/2024 | 0,30% | 3,52 CHF | 3,53 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 263 552 CHF | 264 311 CHF | 100,00% | 100,00% |