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 | 0,53% | 4,03 CHF | 4,05 CHF | 34 200 | 34 200 | 33 537 | 33 537 | 127 370 CHF | 128 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 3,81 CHF | 3,83 CHF | 33 100 | 33 100 | 34 966 | 34 966 | 136 106 CHF | 136 805 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 3,62 CHF | 3,64 CHF | 36 200 | 36 200 | 37 588 | 37 588 | 135 628 CHF | 136 380 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 3,61 CHF | 3,63 CHF | 38 500 | 38 500 | 37 238 | 37 238 | 128 391 CHF | 129 135 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 3,46 CHF | 3,48 CHF | 36 400 | 36 400 | 36 641 | 36 641 | 131 399 CHF | 132 132 CHF | 99,91% | 99,91% |
13/11/2024 | 0,56% | 3,79 CHF | 3,81 CHF | 36 800 | 36 800 | 35 472 | 35 472 | 126 091 CHF | 126 801 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 3,67 CHF | 3,69 CHF | 34 600 | 34 600 | 35 504 | 35 504 | 129 224 CHF | 129 934 CHF | 100,00% | 100,00% |
11/11/2024 | 0,57% | 3,55 CHF | 3,57 CHF | 36 100 | 36 100 | 37 246 | 37 246 | 131 103 CHF | 131 848 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 3,49 CHF | 3,51 CHF | 38 000 | 38 000 | 40 171 | 40 171 | 135 808 CHF | 136 611 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 3,18 CHF | 3,20 CHF | 41 700 | 41 700 | 37 914 | 37 914 | 117 183 CHF | 117 942 CHF | 100,00% | 100,00% |