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 | 0,93% | 3,30 CHF | 3,31 CHF | 47 800 | 47 800 | 16 580 | 16 580 | 54 810 CHF | 55 135 CHF | 99,03% | 99,03% |
19/11/2024 | 0,91% | 3,24 CHF | 3,25 CHF | 46 600 | 46 600 | 16 030 | 16 030 | 52 874 CHF | 53 184 CHF | 99,38% | 99,38% |
18/11/2024 | 0,95% | 3,47 CHF | 3,48 CHF | 48 000 | 48 000 | 16 500 | 16 500 | 54 721 CHF | 55 044 CHF | 99,89% | 99,89% |
15/11/2024 | 2,05% | 3,51 CHF | 3,52 CHF | 33 400 | 33 400 | 9 492 | 9 492 | 34 081 CHF | 34 346 CHF | 96,85% | 96,85% |
14/11/2024 | 0,75% | 5,30 CHF | 5,31 CHF | 31 600 | 31 600 | 10 771 | 10 771 | 56 549 CHF | 56 797 CHF | 99,89% | 99,89% |
13/11/2024 | 0,80% | 4,92 CHF | 4,93 CHF | 30 400 | 30 400 | 10 420 | 10 420 | 52 786 CHF | 53 040 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 5,32 CHF | 5,34 CHF | 28 700 | 28 700 | 9 807 | 9 807 | 53 890 CHF | 54 215 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 5,68 CHF | 5,70 CHF | 27 100 | 27 100 | 9 303 | 9 303 | 53 303 CHF | 53 611 CHF | 99,93% | 99,93% |
08/11/2024 | 0,80% | 6,17 CHF | 6,19 CHF | 25 400 | 25 400 | 8 815 | 8 815 | 53 963 CHF | 54 254 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 5,93 CHF | 5,95 CHF | 28 800 | 28 800 | 9 994 | 9 994 | 58 366 CHF | 58 701 CHF | 100,00% | 100,00% |