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 | 0,91% | 3,09 CHF | 3,10 CHF | 37 000 | 37 000 | 12 259 | 12 259 | 36 959 CHF | 37 168 CHF | 99,90% | 99,90% |
19/11/2024 | 1,30% | 2,89 CHF | 2,90 CHF | 35 500 | 35 500 | 10 284 | 10 284 | 30 074 CHF | 30 267 CHF | 100,00% | 100,00% |
18/11/2024 | 1,15% | 3,08 CHF | 3,09 CHF | 34 100 | 34 100 | 10 386 | 10 386 | 31 541 CHF | 31 689 CHF | 88,25% | 99,61% |
15/11/2024 | 0,82% | 3,15 CHF | 3,16 CHF | 33 900 | 33 900 | 11 751 | 11 751 | 36 954 CHF | 37 158 CHF | 98,94% | 98,94% |
14/11/2024 | 0,90% | 3,29 CHF | 3,30 CHF | 31 300 | 31 300 | 10 797 | 10 797 | 36 409 CHF | 36 621 CHF | 100,00% | 100,00% |
13/11/2024 | 0,87% | 3,49 CHF | 3,50 CHF | 29 500 | 29 500 | 10 179 | 10 179 | 35 899 CHF | 36 099 CHF | 100,00% | 100,00% |
12/11/2024 | 0,94% | 3,71 CHF | 3,72 CHF | 27 600 | 27 600 | 8 833 | 8 833 | 32 938 CHF | 33 091 CHF | 96,78% | 99,91% |
11/11/2024 | 0,84% | 3,91 CHF | 3,92 CHF | 28 800 | 28 800 | 9 983 | 9 983 | 38 088 CHF | 38 286 CHF | 99,89% | 99,89% |
08/11/2024 | 0,91% | 3,62 CHF | 3,63 CHF | 30 700 | 30 700 | 10 797 | 10 797 | 37 944 CHF | 38 158 CHF | 100,00% | 100,00% |
07/11/2024 | 0,96% | 3,33 CHF | 3,34 CHF | 32 800 | 32 800 | 11 385 | 11 385 | 37 378 CHF | 37 603 CHF | 99,90% | 99,90% |