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 | 0,33% | 3,08 CHF | 3,09 CHF | 75 900 | 75 900 | 76 981 | 76 981 | 235 132 CHF | 235 901 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 77 700 | 77 700 | 74 747 | 74 747 | 220 828 CHF | 221 575 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,08 CHF | 3,09 CHF | 72 800 | 72 800 | 72 860 | 72 860 | 227 955 CHF | 228 683 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 72 900 | 72 900 | 72 349 | 72 349 | 229 740 CHF | 230 464 CHF | 98,67% | 98,67% |
14/11/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 72 000 | 72 000 | 75 934 | 75 934 | 243 975 CHF | 244 734 CHF | 99,91% | 99,91% |
13/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 78 500 | 78 500 | 79 101 | 79 101 | 234 374 CHF | 235 165 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 79 600 | 79 600 | 80 321 | 80 321 | 234 190 CHF | 234 993 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,85 CHF | 2,86 CHF | 80 800 | 80 800 | 85 730 | 85 730 | 242 066 CHF | 242 923 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,63 CHF | 2,64 CHF | 89 000 | 89 000 | 87 012 | 87 012 | 223 229 CHF | 224 099 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 85 700 | 85 700 | 84 733 | 84 733 | 225 514 CHF | 226 362 CHF | 100,00% | 100,00% |