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 | 0,31% | 3,30 CHF | 3,31 CHF | 280 000 | 280 000 | 114 125 | 114 125 | 375 376 CHF | 376 520 CHF | 99,89% | 99,89% |
19/11/2024 | 0,32% | 3,27 CHF | 3,28 CHF | 280 000 | 280 000 | 110 688 | 110 688 | 359 202 CHF | 360 311 CHF | 99,95% | 99,95% |
18/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 280 000 | 280 000 | 107 072 | 107 072 | 348 839 CHF | 349 911 CHF | 99,89% | 99,89% |
15/11/2024 | 0,32% | 3,28 CHF | 3,29 CHF | 280 000 | 280 000 | 111 180 | 111 180 | 361 432 CHF | 362 547 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 348 977 CHF | 350 069 CHF | 99,76% | 99,76% |
13/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 280 000 | 280 000 | 113 502 | 113 502 | 371 513 CHF | 372 650 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,29 CHF | 3,30 CHF | 280 000 | 280 000 | 111 380 | 111 380 | 361 189 CHF | 362 305 CHF | 99,95% | 99,95% |
11/11/2024 | 0,33% | 3,18 CHF | 3,19 CHF | 270 000 | 270 000 | 102 894 | 102 894 | 321 071 CHF | 322 102 CHF | 99,36% | 99,36% |
08/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 260 000 | 260 000 | 103 098 | 103 098 | 316 166 CHF | 317 199 CHF | 99,53% | 99,53% |
07/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 260 000 | 260 000 | 108 126 | 108 126 | 337 551 CHF | 338 635 CHF | 99,86% | 99,86% |