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% | 3,89 CHF | 3,90 CHF | 87 000 | 87 000 | 32 143 | 32 143 | 126 423 CHF | 126 745 CHF | 99,82% | 99,82% |
19/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 127 333 CHF | 127 663 CHF | 100,00% | 100,00% |
18/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 87 000 | 87 000 | 32 866 | 32 866 | 126 516 CHF | 126 845 CHF | 99,85% | 99,85% |
15/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 87 000 | 87 000 | 31 814 | 31 814 | 125 951 CHF | 126 270 CHF | 99,47% | 99,47% |
14/11/2024 | 0,24% | 4,18 CHF | 4,19 CHF | 84 000 | 84 000 | 30 423 | 30 423 | 129 266 CHF | 129 571 CHF | 99,93% | 99,93% |
13/11/2024 | 0,23% | 4,20 CHF | 4,21 CHF | 84 000 | 84 000 | 30 775 | 30 775 | 133 972 CHF | 134 280 CHF | 99,84% | 99,84% |
12/11/2024 | 0,22% | 4,38 CHF | 4,39 CHF | 83 000 | 83 000 | 29 062 | 29 062 | 131 418 CHF | 131 709 CHF | 99,25% | 99,25% |
11/11/2024 | 0,20% | 4,83 CHF | 4,84 CHF | 79 000 | 79 000 | 29 072 | 29 072 | 143 731 CHF | 144 022 CHF | 99,89% | 99,89% |
08/11/2024 | 0,20% | 5,21 CHF | 5,22 CHF | 76 000 | 76 000 | 28 292 | 28 292 | 145 767 CHF | 146 051 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 147 869 CHF | 148 154 CHF | 99,76% | 99,76% |