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 | 0,34% | 2,91 CHF | 2,92 CHF | 164 000 | 164 000 | 79 375 | 79 375 | 236 214 CHF | 237 010 CHF | 99,89% | 99,89% |
19/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 164 000 | 164 000 | 80 053 | 80 053 | 236 166 CHF | 236 968 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 3,03 CHF | 3,04 CHF | 162 000 | 162 000 | 78 604 | 78 604 | 231 361 CHF | 232 149 CHF | 99,85% | 99,85% |
15/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 166 000 | 166 000 | 80 588 | 80 588 | 234 345 CHF | 235 152 CHF | 99,99% | 99,99% |
14/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 162 000 | 162 000 | 77 117 | 77 117 | 236 169 CHF | 236 941 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 160 000 | 160 000 | 77 553 | 77 553 | 245 048 CHF | 245 824 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 158 000 | 158 000 | 75 063 | 75 063 | 245 996 CHF | 246 747 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 154 000 | 154 000 | 74 338 | 74 338 | 247 962 CHF | 248 706 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,41 CHF | 3,42 CHF | 154 000 | 154 000 | 73 247 | 73 247 | 250 195 CHF | 250 929 CHF | 99,85% | 99,85% |
07/11/2024 | 0,31% | 3,36 CHF | 3,37 CHF | 154 000 | 154 000 | 75 660 | 75 660 | 250 826 CHF | 251 586 CHF | 100,00% | 100,00% |