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 | 0,29% | 3,47 CHF | 3,48 CHF | 104 000 | 104 000 | 102 739 | 102 739 | 350 673 CHF | 351 701 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 103 000 | 103 000 | 102 765 | 102 765 | 349 223 CHF | 350 250 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 102 000 | 102 000 | 103 166 | 103 166 | 356 992 CHF | 358 024 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,30 CHF | 3,31 CHF | 100 000 | 100 000 | 98 716 | 98 716 | 317 726 CHF | 318 713 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,02 CHF | 3,03 CHF | 96 000 | 96 000 | 96 674 | 96 674 | 297 306 CHF | 298 272 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 103 000 | 103 000 | 102 417 | 102 417 | 351 273 CHF | 352 297 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,37 CHF | 3,38 CHF | 102 000 | 102 000 | 100 023 | 100 023 | 333 690 CHF | 334 692 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 102 000 | 102 000 | 101 337 | 101 337 | 342 270 CHF | 343 284 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 103 000 | 103 000 | 102 718 | 102 718 | 356 388 CHF | 357 415 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 102 000 | 102 000 | 102 628 | 102 628 | 359 157 CHF | 360 183 CHF | 100,00% | 100,00% |