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 | 0,31% | 3,02 CHF | 3,03 CHF | 189 300 | 189 300 | 189 300 | 189 300 | 613 987 CHF | 615 880 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 3,08 CHF | 3,09 CHF | 175 100 | 175 100 | 175 100 | 175 100 | 520 273 CHF | 522 024 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,46 CHF | 3,47 CHF | 176 800 | 176 800 | 176 800 | 176 800 | 595 242 CHF | 597 010 CHF | 98,94% | 98,94% |
15/11/2024 | 0,28% | 3,42 CHF | 3,43 CHF | 165 300 | 165 300 | 165 300 | 165 300 | 594 294 CHF | 595 947 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,71 CHF | 3,72 CHF | 188 700 | 188 700 | 188 700 | 188 700 | 672 144 CHF | 674 031 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 185 600 | 185 600 | 185 600 | 185 600 | 590 715 CHF | 592 571 CHF | 99,46% | 99,46% |
12/11/2024 | 0,25% | 3,21 CHF | 3,22 CHF | 128 900 | 128 900 | 128 900 | 128 900 | 514 793 CHF | 516 082 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 145 400 | 145 400 | 145 370 | 145 370 | 700 903 CHF | 702 357 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,23 CHF | 4,24 CHF | 126 300 | 126 300 | 126 300 | 126 300 | 561 199 CHF | 562 462 CHF | 99,87% | 99,87% |
07/11/2024 | 0,21% | 4,99 CHF | 5,00 CHF | 136 600 | 136 600 | 136 600 | 136 600 | 659 660 CHF | 661 026 CHF | 99,67% | 99,67% |