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 | 0,28% | 3,46 CHF | 3,47 CHF | 36 400 | 36 400 | 36 201 | 36 201 | 128 454 CHF | 128 816 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 36 900 | 36 900 | 36 868 | 36 868 | 128 130 CHF | 128 499 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,52 CHF | 3,53 CHF | 38 200 | 38 200 | 37 911 | 37 911 | 134 568 CHF | 134 947 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,41 CHF | 3,42 CHF | 39 100 | 39 100 | 38 515 | 38 515 | 132 484 CHF | 132 869 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 3,39 CHF | 3,40 CHF | 41 500 | 41 500 | 42 221 | 42 221 | 135 401 CHF | 135 823 CHF | 99,35% | 99,35% |
13/11/2024 | 0,32% | 3,04 CHF | 3,05 CHF | 40 600 | 40 600 | 40 206 | 40 206 | 124 728 CHF | 125 130 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,28 CHF | 3,29 CHF | 38 500 | 38 500 | 37 973 | 37 973 | 131 680 CHF | 132 060 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 38 400 | 38 400 | 38 542 | 38 542 | 131 045 CHF | 131 430 CHF | 99,93% | 99,93% |
08/11/2024 | 0,30% | 3,28 CHF | 3,29 CHF | 35 000 | 35 000 | 34 800 | 34 800 | 115 259 CHF | 115 607 CHF | 99,40% | 99,40% |
07/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 36 500 | 36 500 | 36 431 | 36 431 | 139 982 CHF | 140 346 CHF | 100,00% | 100,00% |