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 | 0,35% | 2,98 CHF | 3,01 CHF | 17 000 | 17 000 | 106 235 | 106 235 | 321 179 CHF | 322 252 CHF | 98,90% | 98,90% |
19/11/2024 | 0,34% | 3,06 CHF | 3,09 CHF | 17 000 | 17 000 | 109 989 | 109 989 | 347 865 CHF | 348 976 CHF | 98,73% | 98,73% |
18/11/2024 | 0,33% | 3,19 CHF | 3,22 CHF | 18 000 | 18 000 | 109 137 | 109 137 | 346 918 CHF | 348 021 CHF | 98,94% | 98,94% |
15/11/2024 | 0,34% | 3,13 CHF | 3,16 CHF | 17 000 | 17 000 | 106 822 | 106 822 | 330 357 CHF | 331 436 CHF | 98,94% | 98,94% |
14/11/2024 | 0,36% | 2,90 CHF | 2,93 CHF | 16 000 | 16 000 | 103 250 | 103 250 | 299 642 CHF | 300 684 CHF | 98,85% | 98,85% |
13/11/2024 | 0,36% | 2,86 CHF | 2,89 CHF | 16 000 | 16 000 | 103 244 | 103 244 | 302 854 CHF | 303 896 CHF | 98,87% | 98,87% |
12/11/2024 | 0,36% | 2,93 CHF | 2,96 CHF | 16 000 | 16 000 | 103 312 | 103 312 | 301 814 CHF | 302 856 CHF | 98,74% | 98,74% |
11/11/2024 | 0,37% | 2,78 CHF | 2,81 CHF | 16 000 | 16 000 | 101 255 | 101 255 | 288 010 CHF | 289 032 CHF | 98,90% | 98,90% |
08/11/2024 | 0,36% | 2,94 CHF | 2,97 CHF | 16 000 | 16 000 | 104 247 | 104 247 | 310 605 CHF | 311 657 CHF | 97,81% | 97,81% |
07/11/2024 | 0,35% | 3,02 CHF | 3,05 CHF | 17 000 | 17 000 | 104 752 | 104 752 | 318 484 CHF | 319 542 CHF | 98,90% | 98,90% |