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% | 3,11 CHF | 3,12 CHF | 102 000 | 102 000 | 40 243 | 40 243 | 126 009 CHF | 126 414 CHF | 99,75% | 99,75% |
19/11/2024 | 0,34% | 3,09 CHF | 3,10 CHF | 104 000 | 104 000 | 41 863 | 41 863 | 125 894 CHF | 126 313 CHF | 99,97% | 99,97% |
18/11/2024 | 0,35% | 3,02 CHF | 3,03 CHF | 104 000 | 104 000 | 40 618 | 40 618 | 119 909 CHF | 120 315 CHF | 99,89% | 99,89% |
15/11/2024 | 0,32% | 3,01 CHF | 3,02 CHF | 104 000 | 104 000 | 40 302 | 40 302 | 126 004 CHF | 126 408 CHF | 99,18% | 99,18% |
14/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 98 000 | 98 000 | 38 902 | 38 902 | 130 187 CHF | 130 576 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 100 000 | 100 000 | 39 019 | 39 019 | 131 958 CHF | 132 349 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 3,46 CHF | 3,47 CHF | 98 000 | 98 000 | 36 058 | 36 058 | 126 457 CHF | 126 825 CHF | 95,74% | 99,67% |
11/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 96 000 | 96 000 | 36 651 | 36 651 | 133 699 CHF | 134 066 CHF | 99,48% | 99,48% |
08/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 94 000 | 94 000 | 36 252 | 36 252 | 136 429 CHF | 136 792 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 3,93 CHF | 3,94 CHF | 90 000 | 90 000 | 28 397 | 28 397 | 105 427 CHF | 105 798 CHF | 97,78% | 97,78% |