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 | 0,29% | 3,40 CHF | 3,41 CHF | 135 000 | 135 000 | 74 340 | 74 340 | 257 721 CHF | 258 466 CHF | 99,90% | 99,90% |
19/11/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 135 000 | 135 000 | 74 055 | 74 055 | 252 251 CHF | 252 993 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 135 000 | 135 000 | 74 278 | 74 278 | 257 305 CHF | 258 050 CHF | 99,55% | 99,55% |
15/11/2024 | 0,28% | 3,47 CHF | 3,48 CHF | 135 000 | 135 000 | 74 335 | 74 335 | 265 337 CHF | 266 081 CHF | 99,33% | 99,33% |
14/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 130 000 | 130 000 | 71 748 | 71 748 | 261 187 CHF | 261 906 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 135 000 | 135 000 | 74 237 | 74 237 | 262 936 CHF | 263 680 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 135 000 | 135 000 | 74 240 | 74 240 | 258 974 CHF | 259 717 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 135 000 | 135 000 | 74 252 | 74 252 | 263 553 CHF | 264 297 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,55 CHF | 3,56 CHF | 135 000 | 135 000 | 74 413 | 74 413 | 265 700 CHF | 266 446 CHF | 99,20% | 99,20% |
07/11/2024 | 0,29% | 3,58 CHF | 3,59 CHF | 135 000 | 135 000 | 74 221 | 74 221 | 261 637 CHF | 262 380 CHF | 100,00% | 100,00% |