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 | 0,52% | 3,35 CHF | 3,36 CHF | 59 300 | 59 300 | 21 666 | 21 666 | 74 116 CHF | 74 421 CHF | 99,82% | 99,82% |
19/11/2024 | 0,54% | 3,28 CHF | 3,29 CHF | 60 400 | 60 400 | 22 143 | 22 143 | 73 748 CHF | 74 059 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 3,39 CHF | 3,40 CHF | 61 700 | 61 700 | 22 931 | 22 931 | 75 294 CHF | 75 618 CHF | 99,90% | 99,90% |
15/11/2024 | 0,51% | 3,28 CHF | 3,29 CHF | 56 900 | 56 900 | 20 532 | 20 532 | 71 182 CHF | 71 470 CHF | 99,47% | 99,47% |
14/11/2024 | 0,46% | 3,84 CHF | 3,85 CHF | 53 100 | 53 100 | 19 129 | 19 129 | 75 601 CHF | 75 868 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 3,90 CHF | 3,91 CHF | 46 400 | 46 400 | 16 742 | 16 742 | 70 428 CHF | 70 663 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 4,22 CHF | 4,23 CHF | 39 800 | 39 800 | 13 912 | 13 912 | 63 350 CHF | 63 542 CHF | 99,45% | 99,45% |
11/11/2024 | 0,49% | 5,23 CHF | 5,25 CHF | 34 500 | 34 500 | 12 523 | 12 523 | 69 048 CHF | 69 350 CHF | 99,89% | 99,89% |
08/11/2024 | 0,46% | 6,22 CHF | 6,24 CHF | 31 800 | 31 800 | 11 672 | 11 672 | 71 059 CHF | 71 340 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 6,19 CHF | 6,21 CHF | 33 100 | 33 100 | 12 286 | 12 286 | 76 343 CHF | 76 640 CHF | 99,76% | 99,76% |