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 | 0,30% | 3,30 CHF | 3,31 CHF | 128 000 | 128 000 | 69 783 | 69 783 | 236 459 CHF | 237 158 CHF | 99,62% | 99,62% |
19/11/2024 | 0,31% | 3,36 CHF | 3,37 CHF | 128 000 | 128 000 | 70 713 | 70 713 | 232 505 CHF | 233 214 CHF | 99,51% | 99,51% |
18/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 128 000 | 128 000 | 70 876 | 70 876 | 229 866 CHF | 230 576 CHF | 99,73% | 99,73% |
15/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 130 000 | 130 000 | 70 705 | 70 705 | 232 220 CHF | 232 929 CHF | 99,57% | 99,57% |
14/11/2024 | 0,31% | 3,36 CHF | 3,37 CHF | 128 000 | 128 000 | 66 847 | 66 847 | 231 864 CHF | 232 557 CHF | 99,45% | 99,45% |
13/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 126 000 | 126 000 | 68 419 | 68 419 | 243 119 CHF | 243 805 CHF | 99,79% | 99,79% |
12/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 126 000 | 126 000 | 68 706 | 68 706 | 242 891 CHF | 243 580 CHF | 99,88% | 99,88% |
11/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 126 000 | 126 000 | 69 262 | 69 262 | 241 052 CHF | 241 746 CHF | 99,54% | 99,54% |
08/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 126 000 | 126 000 | 69 635 | 69 635 | 242 410 CHF | 243 109 CHF | 99,12% | 99,12% |
07/11/2024 | 0,30% | 3,46 CHF | 3,47 CHF | 126 000 | 126 000 | 70 689 | 70 689 | 241 443 CHF | 242 151 CHF | 99,75% | 99,75% |