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% | 3,21 CHF | 3,22 CHF | 280 000 | 280 000 | 114 120 | 114 120 | 365 145 CHF | 366 288 CHF | 99,89% | 99,89% |
19/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 280 000 | 280 000 | 110 693 | 110 693 | 349 356 CHF | 350 465 CHF | 99,95% | 99,95% |
18/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 280 000 | 280 000 | 107 072 | 107 072 | 339 254 CHF | 340 326 CHF | 99,89% | 99,89% |
15/11/2024 | 0,33% | 3,19 CHF | 3,20 CHF | 280 000 | 280 000 | 111 177 | 111 177 | 351 448 CHF | 352 563 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,10 CHF | 3,11 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 339 193 CHF | 340 285 CHF | 99,76% | 99,76% |
13/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 280 000 | 280 000 | 113 494 | 113 494 | 361 358 CHF | 362 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,20 CHF | 3,21 CHF | 280 000 | 280 000 | 111 417 | 111 417 | 351 287 CHF | 352 403 CHF | 99,95% | 99,95% |
11/11/2024 | 0,34% | 3,09 CHF | 3,10 CHF | 270 000 | 270 000 | 102 896 | 102 896 | 311 847 CHF | 312 878 CHF | 99,35% | 99,35% |
08/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 260 000 | 260 000 | 103 097 | 103 097 | 306 974 CHF | 308 007 CHF | 99,53% | 99,53% |
07/11/2024 | 0,33% | 2,99 CHF | 3,00 CHF | 260 000 | 260 000 | 108 129 | 108 129 | 327 931 CHF | 329 014 CHF | 99,86% | 99,86% |