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 | 0,33% | 3,08 CHF | 3,09 CHF | 102 000 | 102 000 | 40 241 | 40 241 | 124 656 CHF | 125 061 CHF | 99,75% | 99,75% |
19/11/2024 | 0,35% | 3,05 CHF | 3,06 CHF | 104 000 | 104 000 | 41 865 | 41 865 | 124 444 CHF | 124 863 CHF | 99,97% | 99,97% |
18/11/2024 | 0,35% | 2,99 CHF | 3,00 CHF | 104 000 | 104 000 | 40 613 | 40 613 | 118 457 CHF | 118 864 CHF | 99,88% | 99,88% |
15/11/2024 | 0,32% | 2,98 CHF | 2,99 CHF | 104 000 | 104 000 | 40 306 | 40 306 | 124 687 CHF | 125 091 CHF | 99,22% | 99,22% |
14/11/2024 | 0,31% | 3,31 CHF | 3,32 CHF | 98 000 | 98 000 | 38 908 | 38 908 | 128 993 CHF | 129 382 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,26 CHF | 3,27 CHF | 100 000 | 100 000 | 39 021 | 39 021 | 130 782 CHF | 131 173 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 3,44 CHF | 3,45 CHF | 98 000 | 98 000 | 35 997 | 35 997 | 125 196 CHF | 125 563 CHF | 95,89% | 99,82% |
11/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 96 000 | 96 000 | 36 712 | 36 712 | 132 908 CHF | 133 276 CHF | 99,59% | 99,59% |
08/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 94 000 | 94 000 | 36 252 | 36 252 | 135 489 CHF | 135 852 CHF | 100,00% | 100,00% |
07/11/2024 | 0,55% | 3,91 CHF | 3,92 CHF | 90 000 | 90 000 | 28 566 | 28 566 | 105 342 CHF | 105 714 CHF | 98,05% | 98,05% |