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% | 3,77 CHF | 3,78 CHF | 87 000 | 87 000 | 32 146 | 32 146 | 122 728 CHF | 123 050 CHF | 99,83% | 99,83% |
19/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 88 000 | 88 000 | 32 886 | 32 886 | 123 544 CHF | 123 873 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 87 000 | 87 000 | 32 896 | 32 896 | 122 817 CHF | 123 147 CHF | 99,91% | 99,91% |
15/11/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 122 277 CHF | 122 596 CHF | 99,47% | 99,47% |
14/11/2024 | 0,25% | 4,06 CHF | 4,07 CHF | 84 000 | 84 000 | 30 462 | 30 462 | 125 972 CHF | 126 277 CHF | 100,00% | 100,00% |
13/11/2024 | 0,24% | 4,08 CHF | 4,09 CHF | 84 000 | 84 000 | 30 730 | 30 730 | 130 297 CHF | 130 605 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 4,26 CHF | 4,27 CHF | 83 000 | 83 000 | 29 155 | 29 155 | 128 546 CHF | 128 838 CHF | 99,42% | 99,42% |
11/11/2024 | 0,21% | 4,72 CHF | 4,73 CHF | 79 000 | 79 000 | 29 071 | 29 071 | 140 501 CHF | 140 792 CHF | 99,89% | 99,89% |
08/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 76 000 | 76 000 | 28 291 | 28 291 | 142 680 CHF | 142 963 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,08 CHF | 5,09 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 144 792 CHF | 145 077 CHF | 99,76% | 99,76% |