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 | 0,30% | 3,39 CHF | 3,40 CHF | 280 000 | 280 000 | 114 116 | 114 116 | 385 577 CHF | 386 721 CHF | 99,89% | 99,89% |
19/11/2024 | 0,31% | 3,36 CHF | 3,37 CHF | 280 000 | 280 000 | 110 692 | 110 692 | 369 061 CHF | 370 170 CHF | 99,95% | 99,95% |
18/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 280 000 | 280 000 | 107 068 | 107 068 | 358 412 CHF | 359 485 CHF | 99,89% | 99,89% |
15/11/2024 | 0,31% | 3,37 CHF | 3,38 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 371 390 CHF | 372 506 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 358 759 CHF | 359 852 CHF | 99,76% | 99,76% |
13/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 280 000 | 280 000 | 113 500 | 113 500 | 381 617 CHF | 382 754 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,38 CHF | 3,39 CHF | 280 000 | 280 000 | 111 407 | 111 407 | 371 201 CHF | 372 317 CHF | 99,95% | 99,95% |
11/11/2024 | 0,32% | 3,27 CHF | 3,28 CHF | 270 000 | 270 000 | 102 896 | 102 896 | 330 198 CHF | 331 229 CHF | 99,36% | 99,36% |
08/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 260 000 | 260 000 | 103 100 | 103 100 | 325 285 CHF | 326 318 CHF | 99,53% | 99,53% |
07/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 260 000 | 260 000 | 108 125 | 108 125 | 347 056 CHF | 348 140 CHF | 99,86% | 99,86% |