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 | 1,53% | 2,88 CHF | 2,89 CHF | 52 600 | 52 600 | 20 613 | 20 613 | 61 003 CHF | 61 631 CHF | 99,82% | 99,82% |
19/11/2024 | 1,61% | 3,28 CHF | 3,29 CHF | 46 400 | 46 400 | 12 749 | 12 749 | 42 722 CHF | 42 952 CHF | 99,92% | 99,92% |
18/11/2024 | 0,99% | 3,40 CHF | 3,41 CHF | 50 400 | 50 400 | 18 569 | 18 569 | 59 825 CHF | 60 201 CHF | 99,90% | 99,90% |
15/11/2024 | 1,00% | 3,31 CHF | 3,32 CHF | 46 700 | 46 700 | 17 587 | 17 587 | 58 315 CHF | 58 712 CHF | 99,52% | 99,52% |
14/11/2024 | 0,96% | 3,43 CHF | 3,44 CHF | 46 800 | 46 800 | 18 526 | 18 526 | 64 135 CHF | 64 569 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 3,52 CHF | 3,53 CHF | 42 000 | 42 000 | 15 681 | 15 681 | 58 328 CHF | 58 722 CHF | 100,00% | 100,00% |
12/11/2024 | 1,15% | 3,91 CHF | 3,92 CHF | 38 900 | 38 900 | 9 428 | 9 428 | 37 769 CHF | 38 009 CHF | 99,95% | 99,95% |
11/11/2024 | 1,28% | 4,30 CHF | 4,31 CHF | 35 400 | 35 400 | 9 746 | 9 746 | 42 714 CHF | 42 922 CHF | 99,87% | 99,87% |
08/11/2024 | 0,93% | 4,43 CHF | 4,44 CHF | 36 700 | 36 700 | 14 754 | 14 754 | 63 155 CHF | 63 545 CHF | 100,00% | 100,00% |
07/11/2024 | 0,94% | 4,27 CHF | 4,28 CHF | 39 200 | 39 200 | 15 281 | 15 281 | 64 103 CHF | 64 505 CHF | 99,87% | 99,87% |