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 | 0,27% | 3,73 CHF | 3,74 CHF | 59 000 | 59 000 | 58 416 | 58 416 | 219 302 CHF | 219 887 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 59 000 | 59 000 | 58 429 | 58 429 | 217 505 CHF | 218 090 CHF | 98,91% | 98,91% |
18/11/2024 | 0,28% | 3,68 CHF | 3,69 CHF | 60 000 | 60 000 | 59 437 | 59 437 | 215 945 CHF | 216 540 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 61 000 | 61 000 | 61 145 | 61 145 | 215 564 CHF | 216 176 CHF | 71,80% | 71,80% |
14/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 61 000 | 61 000 | 61 407 | 61 407 | 211 429 CHF | 212 043 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 61 000 | 61 000 | 61 199 | 61 199 | 213 378 CHF | 213 991 CHF | 99,35% | 99,35% |
12/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 62 000 | 62 000 | 60 569 | 60 569 | 212 854 CHF | 213 460 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 61 000 | 61 000 | 59 592 | 59 592 | 215 098 CHF | 215 694 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 63 000 | 63 000 | 62 300 | 62 300 | 210 683 CHF | 211 306 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 62 000 | 62 000 | 61 924 | 61 924 | 212 934 CHF | 213 554 CHF | 100,00% | 100,00% |