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% | 3,13 CHF | 3,14 CHF | 300 000 | 300 000 | 133 723 | 133 723 | 418 264 CHF | 419 604 CHF | 99,90% | 99,90% |
19/11/2024 | 0,33% | 3,08 CHF | 3,09 CHF | 300 000 | 300 000 | 126 893 | 126 893 | 387 743 CHF | 389 015 CHF | 99,87% | 99,87% |
18/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 300 000 | 300 000 | 133 503 | 133 503 | 415 963 CHF | 417 300 CHF | 98,23% | 98,23% |
15/11/2024 | 0,33% | 3,16 CHF | 3,17 CHF | 300 000 | 300 000 | 125 218 | 125 218 | 389 645 CHF | 390 899 CHF | 99,71% | 99,71% |
14/11/2024 | 0,35% | 2,95 CHF | 2,96 CHF | 260 000 | 260 000 | 119 738 | 119 738 | 354 740 CHF | 355 939 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 260 000 | 260 000 | 116 300 | 116 300 | 336 296 CHF | 337 461 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 260 000 | 260 000 | 116 083 | 116 083 | 334 863 CHF | 336 026 CHF | 99,89% | 99,89% |
11/11/2024 | 0,37% | 2,85 CHF | 2,86 CHF | 260 000 | 260 000 | 110 683 | 110 683 | 305 778 CHF | 306 887 CHF | 99,90% | 99,90% |
08/11/2024 | 0,40% | 2,67 CHF | 2,68 CHF | 240 000 | 240 000 | 102 218 | 102 218 | 263 244 CHF | 264 268 CHF | 98,91% | 98,91% |
07/11/2024 | 0,49% | 2,48 CHF | 2,49 CHF | 220 000 | 220 000 | 79 767 | 79 767 | 193 103 CHF | 193 935 CHF | 97,33% | 97,33% |