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 | 0,28% | 3,61 CHF | 3,62 CHF | 250 000 | 250 000 | 89 938 | 89 938 | 328 541 CHF | 329 443 CHF | 95,06% | 95,06% |
19/11/2024 | 0,69% | 3,54 CHF | 3,55 CHF | 250 000 | 250 000 | 78 370 | 78 370 | 273 130 CHF | 274 328 CHF | 87,72% | 87,72% |
18/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 250 000 | 250 000 | 95 616 | 95 616 | 321 360 CHF | 322 318 CHF | 88,14% | 88,14% |
15/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 250 000 | 250 000 | 93 313 | 93 313 | 336 269 CHF | 337 203 CHF | 94,00% | 94,00% |
14/11/2024 | 0,28% | 3,78 CHF | 3,79 CHF | 230 000 | 230 000 | 87 677 | 87 677 | 327 745 CHF | 328 625 CHF | 93,33% | 93,33% |
13/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 250 000 | 250 000 | 87 663 | 87 663 | 327 001 CHF | 327 879 CHF | 92,10% | 92,10% |
12/11/2024 | 0,65% | 3,73 CHF | 3,74 CHF | 230 000 | 230 000 | 63 685 | 63 685 | 234 591 CHF | 235 679 CHF | 92,56% | 92,56% |
11/11/2024 | 0,28% | 3,64 CHF | 3,65 CHF | 250 000 | 250 000 | 90 642 | 90 642 | 331 844 CHF | 332 754 CHF | 92,85% | 92,85% |
08/11/2024 | 0,32% | 3,67 CHF | 3,68 CHF | 250 000 | 250 000 | 88 660 | 88 660 | 327 682 CHF | 328 582 CHF | 92,02% | 92,02% |
07/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 250 000 | 250 000 | 94 966 | 94 966 | 345 830 CHF | 346 783 CHF | 96,63% | 96,63% |