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 | 0,60% | 3,20 CHF | 3,22 CHF | 59 000 | 59 000 | 59 603 | 59 603 | 198 470 CHF | 199 662 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 3,32 CHF | 3,34 CHF | 60 000 | 60 000 | 58 195 | 58 195 | 191 023 CHF | 192 187 CHF | 100,00% | 100,00% |
18/11/2024 | 0,58% | 3,44 CHF | 3,46 CHF | 57 000 | 57 000 | 55 733 | 55 733 | 192 166 CHF | 193 281 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 3,45 CHF | 3,47 CHF | 54 900 | 54 900 | 55 922 | 55 922 | 199 007 CHF | 200 126 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 3,55 CHF | 3,57 CHF | 56 600 | 56 600 | 56 359 | 56 359 | 196 119 CHF | 197 246 CHF | 99,91% | 99,91% |
13/11/2024 | 0,57% | 3,36 CHF | 3,38 CHF | 56 200 | 56 200 | 57 287 | 57 287 | 200 606 CHF | 201 751 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 3,44 CHF | 3,46 CHF | 58 000 | 58 000 | 57 156 | 57 156 | 197 703 CHF | 198 846 CHF | 100,00% | 100,00% |
11/11/2024 | 0,56% | 3,51 CHF | 3,53 CHF | 56 600 | 56 600 | 55 635 | 55 635 | 196 594 CHF | 197 706 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 3,56 CHF | 3,58 CHF | 55 000 | 55 000 | 53 252 | 53 252 | 193 233 CHF | 194 298 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 3,78 CHF | 3,80 CHF | 52 100 | 52 100 | 54 624 | 54 624 | 209 952 CHF | 211 044 CHF | 100,00% | 100,00% |