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 | 0,58% | 3,32 CHF | 3,34 CHF | 45 000 | 45 000 | 44 296 | 44 296 | 151 844 CHF | 152 730 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 3,47 CHF | 3,49 CHF | 44 000 | 44 000 | 44 425 | 44 425 | 153 081 CHF | 153 969 CHF | 99,85% | 99,85% |
18/11/2024 | 0,58% | 3,51 CHF | 3,53 CHF | 44 000 | 44 000 | 44 178 | 44 178 | 153 212 CHF | 154 096 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 3,61 CHF | 3,63 CHF | 43 000 | 43 000 | 42 721 | 42 721 | 159 372 CHF | 160 226 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 3,88 CHF | 3,90 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 162 740 CHF | 163 580 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 3,73 CHF | 3,75 CHF | 43 000 | 43 000 | 42 745 | 42 745 | 160 049 CHF | 160 904 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 3,83 CHF | 3,85 CHF | 42 000 | 42 000 | 41 888 | 41 888 | 163 447 CHF | 164 285 CHF | 99,87% | 99,87% |
11/11/2024 | 0,50% | 3,96 CHF | 3,98 CHF | 41 000 | 41 000 | 41 064 | 41 064 | 163 618 CHF | 164 439 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 3,90 CHF | 3,92 CHF | 42 000 | 42 000 | 41 993 | 41 993 | 162 871 CHF | 163 711 CHF | 98,92% | 98,92% |
07/11/2024 | 0,51% | 3,89 CHF | 3,91 CHF | 42 000 | 42 000 | 41 931 | 41 931 | 163 227 CHF | 164 065 CHF | 100,00% | 100,00% |