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 | 0,58% | 3,31 CHF | 3,33 CHF | 78 800 | 78 800 | 78 800 | 78 800 | 272 171 CHF | 273 747 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 3,38 CHF | 3,40 CHF | 78 100 | 78 100 | 78 100 | 78 100 | 257 510 CHF | 259 072 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 3,54 CHF | 3,56 CHF | 80 100 | 80 100 | 80 100 | 80 100 | 276 706 CHF | 278 308 CHF | 98,97% | 98,97% |
15/11/2024 | 0,56% | 3,36 CHF | 3,38 CHF | 75 600 | 75 600 | 75 600 | 75 600 | 269 879 CHF | 271 391 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 3,87 CHF | 3,89 CHF | 76 700 | 76 700 | 76 700 | 76 700 | 290 689 CHF | 292 223 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 3,72 CHF | 3,74 CHF | 74 800 | 74 800 | 74 800 | 74 800 | 280 301 CHF | 281 797 CHF | 99,88% | 99,88% |
12/11/2024 | 0,48% | 4,01 CHF | 4,03 CHF | 68 500 | 68 500 | 68 500 | 68 500 | 285 127 CHF | 286 497 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 4,38 CHF | 4,40 CHF | 67 100 | 67 100 | 67 100 | 67 100 | 290 195 CHF | 291 537 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 4,01 CHF | 4,03 CHF | 67 400 | 67 400 | 67 400 | 67 400 | 268 764 CHF | 270 112 CHF | 100,00% | 100,00% |
07/11/2024 | 0,49% | 4,16 CHF | 4,18 CHF | 68 400 | 68 400 | 68 400 | 68 400 | 280 785 CHF | 282 153 CHF | 99,68% | 99,68% |