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% | 3,10 CHF | 3,11 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 312 354 CHF | 313 382 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 310 957 CHF | 311 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,02 CHF | 3,03 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 318 464 CHF | 319 496 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 280 780 CHF | 281 767 CHF | 100,00% | 100,00% |
14/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 261 157 CHF | 262 124 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 312 934 CHF | 313 958 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 3,00 CHF | 3,01 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 296 294 CHF | 297 296 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 304 330 CHF | 305 343 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 317 837 CHF | 318 864 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 320 494 CHF | 321 521 CHF | 100,00% | 100,00% |