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% | 3,22 CHF | 3,23 CHF | 102 000 | 102 000 | 40 242 | 40 242 | 130 251 CHF | 130 656 CHF | 99,75% | 99,75% |
19/11/2024 | 0,33% | 3,19 CHF | 3,20 CHF | 104 000 | 104 000 | 41 862 | 41 862 | 130 277 CHF | 130 696 CHF | 99,97% | 99,97% |
18/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 104 000 | 104 000 | 40 616 | 40 616 | 124 152 CHF | 124 559 CHF | 99,89% | 99,89% |
15/11/2024 | 0,31% | 3,12 CHF | 3,13 CHF | 104 000 | 104 000 | 40 302 | 40 302 | 130 289 CHF | 130 693 CHF | 99,18% | 99,18% |
14/11/2024 | 0,30% | 3,45 CHF | 3,46 CHF | 98 000 | 98 000 | 38 911 | 38 911 | 134 363 CHF | 134 753 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 100 000 | 100 000 | 39 021 | 39 021 | 136 138 CHF | 136 529 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 3,57 CHF | 3,58 CHF | 98 000 | 98 000 | 36 059 | 36 059 | 130 297 CHF | 130 665 CHF | 95,74% | 99,67% |
11/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 96 000 | 96 000 | 36 706 | 36 706 | 137 824 CHF | 138 191 CHF | 99,58% | 99,58% |
08/11/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 94 000 | 94 000 | 36 251 | 36 251 | 140 274 CHF | 140 637 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 4,04 CHF | 4,05 CHF | 90 000 | 90 000 | 28 559 | 28 559 | 109 092 CHF | 109 464 CHF | 98,04% | 98,04% |