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 | 0,49% | 3,89 CHF | 3,91 CHF | 33 400 | 33 400 | 33 400 | 33 400 | 134 998 CHF | 135 666 CHF | 99,44% | 99,44% |
19/11/2024 | 0,53% | 3,84 CHF | 3,86 CHF | 32 900 | 32 900 | 32 900 | 32 900 | 124 145 CHF | 124 803 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 3,97 CHF | 3,99 CHF | 33 500 | 33 500 | 33 500 | 33 500 | 130 963 CHF | 131 633 CHF | 99,88% | 99,88% |
15/11/2024 | 0,52% | 3,84 CHF | 3,86 CHF | 32 800 | 32 800 | 32 800 | 32 800 | 126 585 CHF | 127 241 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 4,01 CHF | 4,03 CHF | 33 500 | 33 500 | 33 500 | 33 500 | 131 477 CHF | 132 147 CHF | 98,50% | 98,50% |
13/11/2024 | 0,52% | 3,84 CHF | 3,86 CHF | 32 900 | 32 900 | 32 900 | 32 900 | 126 774 CHF | 127 432 CHF | 99,84% | 99,84% |
12/11/2024 | 0,49% | 3,95 CHF | 3,97 CHF | 31 300 | 31 300 | 31 204 | 31 204 | 128 316 CHF | 128 940 CHF | 99,88% | 99,88% |
11/11/2024 | 0,48% | 4,29 CHF | 4,31 CHF | 31 000 | 31 000 | 32 304 | 32 304 | 135 494 CHF | 136 140 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 4,00 CHF | 4,02 CHF | 30 700 | 30 700 | 30 695 | 30 695 | 123 694 CHF | 124 307 CHF | 98,30% | 98,30% |
07/11/2024 | 0,45% | 4,39 CHF | 4,41 CHF | 29 000 | 29 000 | 29 000 | 29 000 | 128 751 CHF | 129 331 CHF | 100,00% | 100,00% |