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 | 0,26% | 3,93 CHF | 3,94 CHF | 31 200 | 31 200 | 30 896 | 30 896 | 120 550 CHF | 120 859 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 31 250 | 31 250 | 30 814 | 30 814 | 119 904 CHF | 120 213 CHF | 98,97% | 98,97% |
18/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 30 560 | 30 560 | 30 333 | 30 333 | 113 577 CHF | 113 881 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 30 870 | 30 870 | 30 703 | 30 703 | 115 156 CHF | 115 463 CHF | 72,02% | 72,02% |
14/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 30 480 | 30 480 | 30 295 | 30 295 | 113 057 CHF | 113 360 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 30 830 | 30 830 | 30 571 | 30 571 | 116 258 CHF | 116 564 CHF | 98,52% | 98,52% |
12/11/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 30 780 | 30 780 | 30 371 | 30 371 | 114 138 CHF | 114 442 CHF | 99,67% | 99,67% |
11/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 30 330 | 30 330 | 29 939 | 29 939 | 108 870 CHF | 109 170 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 30 370 | 30 370 | 30 040 | 30 040 | 109 628 CHF | 109 928 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 30 290 | 30 290 | 29 933 | 29 933 | 107 501 CHF | 107 800 CHF | 100,00% | 100,00% |