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 | 1,06% | 3,62 CHF | 3,64 CHF | 71 700 | 71 700 | 32 003 | 32 003 | 116 097 CHF | 117 092 CHF | 99,90% | 99,90% |
19/11/2024 | 1,06% | 3,58 CHF | 3,60 CHF | 70 600 | 70 600 | 31 536 | 31 536 | 113 045 CHF | 114 024 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 3,88 CHF | 3,90 CHF | 66 400 | 66 400 | 31 092 | 31 092 | 118 706 CHF | 119 672 CHF | 99,90% | 99,90% |
15/11/2024 | 1,05% | 3,94 CHF | 3,96 CHF | 64 800 | 64 800 | 29 986 | 29 986 | 114 624 CHF | 115 586 CHF | 99,90% | 99,90% |
14/11/2024 | 2,01% | 3,85 CHF | 3,87 CHF | 63 700 | 63 700 | 20 962 | 20 962 | 81 174 CHF | 82 073 CHF | 96,49% | 96,49% |
13/11/2024 | 1,00% | 4,06 CHF | 4,08 CHF | 62 000 | 62 000 | 27 699 | 27 699 | 112 974 CHF | 113 893 CHF | 99,92% | 99,92% |
12/11/2024 | 1,00% | 4,10 CHF | 4,12 CHF | 62 200 | 62 200 | 27 621 | 27 621 | 113 957 CHF | 114 872 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 4,05 CHF | 4,07 CHF | 63 900 | 63 900 | 28 652 | 28 652 | 118 147 CHF | 119 102 CHF | 99,83% | 99,83% |
08/11/2024 | 1,06% | 3,91 CHF | 3,93 CHF | 67 200 | 67 200 | 29 847 | 29 847 | 116 289 CHF | 117 277 CHF | 100,00% | 100,00% |
07/11/2024 | 1,00% | 3,85 CHF | 3,87 CHF | 67 900 | 67 900 | 30 315 | 30 315 | 117 137 CHF | 118 086 CHF | 100,00% | 100,00% |