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 | 0,34% | 3,03 CHF | 3,04 CHF | 280 000 | 280 000 | 114 118 | 114 118 | 344 827 CHF | 345 971 CHF | 99,89% | 99,89% |
19/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 280 000 | 280 000 | 110 692 | 110 692 | 329 715 CHF | 330 824 CHF | 99,95% | 99,95% |
18/11/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 280 000 | 280 000 | 107 068 | 107 068 | 320 159 CHF | 321 232 CHF | 99,89% | 99,89% |
15/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 280 000 | 280 000 | 111 178 | 111 178 | 331 595 CHF | 332 710 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 319 757 CHF | 320 849 CHF | 99,76% | 99,76% |
13/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 280 000 | 280 000 | 113 495 | 113 495 | 341 163 CHF | 342 300 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 280 000 | 280 000 | 111 411 | 111 411 | 331 636 CHF | 332 752 CHF | 99,95% | 99,95% |
11/11/2024 | 0,36% | 2,92 CHF | 2,93 CHF | 270 000 | 270 000 | 102 894 | 102 894 | 293 717 CHF | 294 748 CHF | 99,35% | 99,35% |
08/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 289 043 CHF | 290 076 CHF | 99,53% | 99,53% |
07/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 260 000 | 260 000 | 108 124 | 108 124 | 309 008 CHF | 310 091 CHF | 99,86% | 99,86% |