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% | 3,08 CHF | 3,09 CHF | 280 000 | 280 000 | 114 121 | 114 121 | 350 651 CHF | 351 795 CHF | 99,89% | 99,89% |
19/11/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 280 000 | 280 000 | 110 663 | 110 663 | 335 192 CHF | 336 301 CHF | 99,95% | 99,95% |
18/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 280 000 | 280 000 | 107 065 | 107 065 | 325 544 CHF | 326 617 CHF | 99,89% | 99,89% |
15/11/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 280 000 | 280 000 | 111 146 | 111 146 | 337 093 CHF | 338 208 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 270 000 | 270 000 | 109 047 | 109 047 | 325 194 CHF | 326 286 CHF | 99,76% | 99,76% |
13/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 280 000 | 280 000 | 113 501 | 113 501 | 346 907 CHF | 348 044 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 3,08 CHF | 3,09 CHF | 280 000 | 280 000 | 111 411 | 111 411 | 337 218 CHF | 338 334 CHF | 99,95% | 99,95% |
11/11/2024 | 0,35% | 2,97 CHF | 2,98 CHF | 270 000 | 270 000 | 102 891 | 102 891 | 298 670 CHF | 299 701 CHF | 99,36% | 99,36% |
08/11/2024 | 0,36% | 2,84 CHF | 2,85 CHF | 260 000 | 260 000 | 103 102 | 103 102 | 293 876 CHF | 294 909 CHF | 99,53% | 99,53% |
07/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 260 000 | 260 000 | 108 129 | 108 129 | 314 226 CHF | 315 309 CHF | 99,86% | 99,86% |