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 | 0,81% | 3,58 CHF | 3,61 CHF | 29 600 | 29 600 | 29 460 | 29 460 | 108 706 CHF | 109 590 CHF | 99,44% | 99,44% |
19/11/2024 | 0,83% | 3,56 CHF | 3,59 CHF | 29 100 | 29 100 | 29 100 | 29 100 | 105 067 CHF | 105 940 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 3,67 CHF | 3,70 CHF | 30 100 | 30 100 | 30 099 | 30 099 | 108 090 CHF | 108 750 CHF | 99,88% | 99,88% |
15/11/2024 | 0,57% | 3,57 CHF | 3,59 CHF | 30 800 | 30 800 | 31 002 | 31 002 | 108 585 CHF | 109 206 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 3,42 CHF | 3,44 CHF | 32 900 | 32 900 | 33 083 | 33 083 | 109 385 CHF | 110 046 CHF | 98,56% | 98,56% |
13/11/2024 | 0,63% | 3,18 CHF | 3,20 CHF | 34 800 | 34 800 | 34 955 | 34 955 | 110 355 CHF | 111 054 CHF | 100,00% | 100,00% |
12/11/2024 | 0,63% | 3,01 CHF | 3,03 CHF | 32 400 | 32 400 | 32 022 | 32 022 | 101 386 CHF | 102 026 CHF | 99,88% | 99,88% |
11/11/2024 | 0,60% | 3,36 CHF | 3,38 CHF | 33 700 | 33 700 | 33 890 | 33 890 | 113 258 CHF | 113 936 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 3,12 CHF | 3,14 CHF | 32 500 | 32 500 | 32 480 | 32 480 | 102 208 CHF | 102 858 CHF | 98,30% | 98,30% |
07/11/2024 | 0,59% | 3,34 CHF | 3,36 CHF | 32 700 | 32 700 | 32 565 | 32 565 | 109 835 CHF | 110 487 CHF | 100,00% | 100,00% |