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% | 3,17 CHF | 3,18 CHF | 280 000 | 280 000 | 114 130 | 114 130 | 361 235 CHF | 362 378 CHF | 99,90% | 99,90% |
19/11/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 280 000 | 280 000 | 110 670 | 110 670 | 345 373 CHF | 346 482 CHF | 99,95% | 99,95% |
18/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 280 000 | 280 000 | 107 081 | 107 081 | 335 497 CHF | 336 570 CHF | 99,90% | 99,90% |
15/11/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 280 000 | 280 000 | 111 144 | 111 144 | 347 227 CHF | 348 342 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 270 000 | 270 000 | 109 039 | 109 039 | 335 148 CHF | 336 240 CHF | 99,76% | 99,76% |
13/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 280 000 | 280 000 | 113 500 | 113 500 | 357 211 CHF | 358 348 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 3,17 CHF | 3,18 CHF | 280 000 | 280 000 | 111 406 | 111 406 | 347 318 CHF | 348 434 CHF | 99,95% | 99,95% |
11/11/2024 | 0,34% | 3,06 CHF | 3,07 CHF | 270 000 | 270 000 | 102 896 | 102 896 | 308 079 CHF | 309 110 CHF | 99,35% | 99,35% |
08/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 260 000 | 260 000 | 103 101 | 103 101 | 303 263 CHF | 304 296 CHF | 99,53% | 99,53% |
07/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 260 000 | 260 000 | 108 130 | 108 130 | 324 044 CHF | 325 128 CHF | 99,86% | 99,86% |