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 | 0,72% | 4,32 CHF | 4,35 CHF | 22 970 | 22 970 | 22 666 | 22 666 | 95 123 CHF | 95 803 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 4,25 CHF | 4,28 CHF | 24 330 | 24 330 | 24 048 | 24 048 | 101 705 CHF | 102 427 CHF | 100,00% | 100,00% |
18/11/2024 | 0,75% | 4,08 CHF | 4,11 CHF | 25 220 | 25 220 | 24 911 | 24 911 | 100 470 CHF | 101 218 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 3,94 CHF | 3,97 CHF | 27 840 | 27 840 | 27 774 | 27 774 | 107 635 CHF | 108 468 CHF | 71,44% | 71,44% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,87% | 3,52 CHF | 3,55 CHF | 27 450 | 27 450 | 27 165 | 27 165 | 94 416 CHF | 95 231 CHF | 98,97% | 98,97% |
12/11/2024 | 0,86% | 3,54 CHF | 3,57 CHF | 29 110 | 29 110 | 28 755 | 28 755 | 100 743 CHF | 101 607 CHF | 100,00% | 100,00% |
11/11/2024 | 0,90% | 3,36 CHF | 3,39 CHF | 27 440 | 27 440 | 27 197 | 27 197 | 91 371 CHF | 92 188 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 3,53 CHF | 3,56 CHF | 29 230 | 29 230 | 28 878 | 28 878 | 100 290 CHF | 101 157 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 3,34 CHF | 3,37 CHF | 28 080 | 28 080 | 27 889 | 27 889 | 93 833 CHF | 94 671 CHF | 100,00% | 100,00% |