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% | 3,36 CHF | 3,37 CHF | 280 000 | 280 000 | 114 120 | 114 120 | 382 179 CHF | 383 322 CHF | 99,89% | 99,89% |
19/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 280 000 | 280 000 | 110 668 | 110 668 | 365 649 CHF | 366 757 CHF | 99,95% | 99,95% |
18/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 280 000 | 280 000 | 107 062 | 107 062 | 355 146 CHF | 356 219 CHF | 99,89% | 99,89% |
15/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 280 000 | 280 000 | 111 144 | 111 144 | 367 875 CHF | 368 990 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 270 000 | 270 000 | 109 041 | 109 041 | 355 349 CHF | 356 441 CHF | 99,76% | 99,76% |
13/11/2024 | 0,31% | 3,32 CHF | 3,33 CHF | 280 000 | 280 000 | 113 507 | 113 507 | 378 262 CHF | 379 399 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,35 CHF | 3,36 CHF | 280 000 | 280 000 | 111 382 | 111 382 | 367 778 CHF | 368 894 CHF | 99,95% | 99,95% |
11/11/2024 | 0,32% | 3,24 CHF | 3,25 CHF | 270 000 | 270 000 | 102 902 | 102 902 | 326 993 CHF | 328 024 CHF | 99,36% | 99,36% |
08/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 260 000 | 260 000 | 103 099 | 103 099 | 322 075 CHF | 323 108 CHF | 99,53% | 99,53% |
07/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 260 000 | 260 000 | 108 123 | 108 123 | 343 723 CHF | 344 807 CHF | 99,86% | 99,86% |