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 | 0,32% | 3,17 CHF | 3,18 CHF | 64 400 | 64 400 | 63 821 | 63 821 | 201 185 CHF | 201 823 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 64 200 | 64 200 | 64 816 | 64 816 | 206 405 CHF | 207 053 CHF | 99,87% | 99,87% |
18/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 65 900 | 65 900 | 66 205 | 66 205 | 209 192 CHF | 209 854 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 69 600 | 69 600 | 69 594 | 69 594 | 212 934 CHF | 213 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 2,91 CHF | 2,92 CHF | 65 900 | 65 900 | 66 067 | 66 067 | 197 363 CHF | 198 023 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 68 200 | 68 200 | 68 062 | 68 062 | 207 308 CHF | 207 989 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 206 127 CHF | 206 827 CHF | 99,89% | 99,89% |
11/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 69 200 | 69 200 | 68 631 | 68 631 | 196 895 CHF | 197 581 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 69 700 | 69 700 | 69 319 | 69 319 | 199 850 CHF | 200 543 CHF | 98,92% | 98,92% |
07/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 72 500 | 72 500 | 71 812 | 71 812 | 203 794 CHF | 204 512 CHF | 100,00% | 100,00% |