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 | 0,67% | 3,07 CHF | 3,08 CHF | 37 700 | 37 700 | 20 526 | 20 522 | 69 121 CHF | 69 513 CHF | 99,77% | 99,77% |
19/11/2024 | 0,59% | 3,33 CHF | 3,34 CHF | 41 700 | 41 700 | 23 037 | 23 037 | 71 525 CHF | 71 896 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 3,09 CHF | 3,10 CHF | 46 400 | 46 400 | 25 712 | 25 712 | 76 150 CHF | 76 563 CHF | 99,90% | 99,90% |
15/11/2024 | 0,73% | 2,73 CHF | 2,74 CHF | 40 500 | 40 500 | 22 017 | 22 017 | 68 064 CHF | 68 502 CHF | 99,41% | 99,41% |
14/11/2024 | 0,62% | 3,34 CHF | 3,35 CHF | 34 900 | 34 900 | 18 237 | 18 237 | 67 898 CHF | 68 267 CHF | 99,76% | 99,76% |
13/11/2024 | 0,55% | 3,92 CHF | 3,93 CHF | 30 600 | 30 600 | 16 632 | 16 632 | 68 584 CHF | 68 914 CHF | 100,00% | 100,00% |
12/11/2024 | 0,57% | 4,03 CHF | 4,04 CHF | 32 100 | 32 100 | 17 488 | 17 488 | 71 307 CHF | 71 655 CHF | 99,90% | 99,90% |
11/11/2024 | 0,61% | 4,01 CHF | 4,02 CHF | 34 600 | 34 600 | 18 907 | 18 907 | 73 810 CHF | 74 189 CHF | 99,17% | 99,17% |
08/11/2024 | 0,57% | 3,83 CHF | 3,84 CHF | 31 300 | 31 300 | 17 258 | 17 258 | 68 964 CHF | 69 307 CHF | 98,62% | 98,62% |
07/11/2024 | 0,62% | 3,94 CHF | 3,95 CHF | 36 000 | 36 000 | 20 122 | 20 122 | 76 051 CHF | 76 451 CHF | 99,58% | 99,58% |