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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 270 000 | 270 000 | 109 324 | 109 324 | 349 037 CHF | 350 137 CHF | 99,15% | 99,15% |
22/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 270 000 | 270 000 | 112 569 | 112 569 | 366 318 CHF | 367 446 CHF | 100,00% | 100,00% |
20/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 280 000 | 280 000 | 114 117 | 114 117 | 371 721 CHF | 372 865 CHF | 99,89% | 99,89% |
19/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 280 000 | 280 000 | 110 666 | 110 666 | 355 500 CHF | 356 609 CHF | 99,95% | 99,95% |
18/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 280 000 | 280 000 | 107 064 | 107 064 | 345 326 CHF | 346 399 CHF | 99,89% | 99,89% |
15/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 280 000 | 280 000 | 111 150 | 111 150 | 357 623 CHF | 358 738 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 270 000 | 270 000 | 109 040 | 109 040 | 345 310 CHF | 346 402 CHF | 99,76% | 99,76% |
13/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 280 000 | 280 000 | 113 494 | 113 494 | 367 732 CHF | 368 869 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,26 CHF | 3,27 CHF | 280 000 | 280 000 | 111 410 | 111 410 | 357 654 CHF | 358 770 CHF | 99,95% | 99,95% |
11/11/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 270 000 | 270 000 | 102 895 | 102 895 | 317 563 CHF | 318 594 CHF | 99,35% | 99,35% |