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 | 1,13% | 3,47 CHF | 3,49 CHF | 29 400 | 29 400 | 13 058 | 13 058 | 46 939 CHF | 47 372 CHF | 99,90% | 99,90% |
19/11/2024 | 1,20% | 3,42 CHF | 3,44 CHF | 31 100 | 31 100 | 13 795 | 13 795 | 47 268 CHF | 47 726 CHF | 100,00% | 100,00% |
18/11/2024 | 1,20% | 3,50 CHF | 3,52 CHF | 30 900 | 30 900 | 13 796 | 13 796 | 47 488 CHF | 47 948 CHF | 99,90% | 99,90% |
15/11/2024 | 1,14% | 3,40 CHF | 3,42 CHF | 29 300 | 29 300 | 13 007 | 13 007 | 46 278 CHF | 46 709 CHF | 99,90% | 99,90% |
14/11/2024 | 1,08% | 3,70 CHF | 3,72 CHF | 28 100 | 28 100 | 12 498 | 12 498 | 47 020 CHF | 47 435 CHF | 100,00% | 100,00% |
13/11/2024 | 1,07% | 3,78 CHF | 3,80 CHF | 27 700 | 27 700 | 12 358 | 12 358 | 46 966 CHF | 47 376 CHF | 100,00% | 100,00% |
12/11/2024 | 1,05% | 3,91 CHF | 3,93 CHF | 27 100 | 27 100 | 12 123 | 12 123 | 47 483 CHF | 47 886 CHF | 99,85% | 99,85% |
11/11/2024 | 1,02% | 3,95 CHF | 3,97 CHF | 26 100 | 26 100 | 11 666 | 11 666 | 46 906 CHF | 47 294 CHF | 99,57% | 99,57% |
08/11/2024 | 1,03% | 4,05 CHF | 4,07 CHF | 26 500 | 26 500 | 11 967 | 11 967 | 47 985 CHF | 48 382 CHF | 99,17% | 99,17% |
07/11/2024 | 1,02% | 3,99 CHF | 4,01 CHF | 26 800 | 26 800 | 11 862 | 11 862 | 47 730 CHF | 48 125 CHF | 99,89% | 99,89% |