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 | 0,59% | 3,04 CHF | 3,05 CHF | 110 000 | 110 000 | 48 254 | 48 254 | 147 461 CHF | 148 192 CHF | 99,67% | 99,67% |
19/11/2024 | 0,62% | 3,01 CHF | 3,02 CHF | 110 000 | 110 000 | 49 120 | 49 120 | 143 703 CHF | 144 447 CHF | 99,77% | 99,77% |
18/11/2024 | 0,63% | 2,94 CHF | 2,95 CHF | 110 000 | 110 000 | 47 160 | 47 160 | 135 453 CHF | 136 160 CHF | 99,61% | 99,61% |
15/11/2024 | 0,57% | 2,93 CHF | 2,94 CHF | 110 000 | 110 000 | 48 829 | 48 829 | 149 750 CHF | 150 490 CHF | 98,90% | 98,90% |
14/11/2024 | 0,55% | 3,27 CHF | 3,28 CHF | 100 000 | 100 000 | 41 440 | 41 440 | 135 425 CHF | 136 035 CHF | 99,84% | 99,84% |
13/11/2024 | 0,54% | 3,21 CHF | 3,22 CHF | 110 000 | 110 000 | 39 913 | 39 913 | 131 819 CHF | 132 394 CHF | 99,58% | 99,58% |
12/11/2024 | 0,63% | 3,39 CHF | 3,40 CHF | 100 000 | 100 000 | 36 515 | 36 515 | 125 303 CHF | 125 821 CHF | 95,53% | 99,27% |
11/11/2024 | 0,50% | 3,50 CHF | 3,51 CHF | 100 000 | 100 000 | 37 962 | 37 962 | 135 641 CHF | 136 188 CHF | 99,08% | 99,08% |
08/11/2024 | 0,48% | 3,61 CHF | 3,62 CHF | 100 000 | 100 000 | 37 689 | 37 689 | 139 005 CHF | 139 552 CHF | 99,28% | 99,28% |
07/11/2024 | 0,97% | 3,86 CHF | 3,87 CHF | 100 000 | 100 000 | 35 225 | 35 225 | 125 919 CHF | 126 675 CHF | 96,10% | 96,10% |