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% | 3,37 CHF | 3,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 254 819 CHF | 255 569 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 251 654 CHF | 252 404 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 242 596 CHF | 243 346 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 231 634 CHF | 232 384 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 223 682 CHF | 224 432 CHF | 99,56% | 99,56% |
13/11/2024 | 0,34% | 3,05 CHF | 3,06 CHF | 75 000 | 75 000 | 74 442 | 74 442 | 226 278 CHF | 227 043 CHF | 99,32% | 99,32% |
12/11/2024 | 0,43% | 3,00 CHF | 3,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 230 660 CHF | 231 660 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 3,16 CHF | 3,18 CHF | 75 000 | 75 000 | 61 884 | 61 884 | 197 906 CHF | 198 810 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,90 CHF | 2,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 217 386 CHF | 218 245 CHF | 100,00% | 100,00% |
07/11/2024 | 0,60% | 2,97 CHF | 2,99 CHF | 100 000 | 100 000 | 71 387 | 71 387 | 212 934 CHF | 214 050 CHF | 97,53% | 97,53% |