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% | 3,29 CHF | 3,30 CHF | 104 000 | 104 000 | 102 740 | 102 740 | 331 522 CHF | 332 549 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 103 000 | 103 000 | 102 766 | 102 766 | 330 070 CHF | 331 097 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 337 730 CHF | 338 762 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,11 CHF | 3,12 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 299 251 CHF | 300 238 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 279 218 CHF | 280 185 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 332 082 CHF | 333 106 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 315 012 CHF | 316 015 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 323 293 CHF | 324 307 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,30 CHF | 3,31 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 337 110 CHF | 338 137 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 339 822 CHF | 340 848 CHF | 100,00% | 100,00% |