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 | 0,30% | 3,30 CHF | 3,31 CHF | 87 000 | 87 000 | 32 146 | 32 146 | 107 591 CHF | 107 913 CHF | 99,83% | 99,83% |
19/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 88 000 | 88 000 | 32 884 | 32 884 | 108 073 CHF | 108 403 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 87 000 | 87 000 | 32 896 | 32 896 | 107 304 CHF | 107 634 CHF | 99,91% | 99,91% |
15/11/2024 | 0,30% | 3,25 CHF | 3,26 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 107 238 CHF | 107 557 CHF | 99,47% | 99,47% |
14/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 84 000 | 84 000 | 30 457 | 30 457 | 111 558 CHF | 111 863 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,61 CHF | 3,62 CHF | 84 000 | 84 000 | 30 730 | 30 730 | 115 858 CHF | 116 166 CHF | 100,00% | 100,00% |
12/11/2024 | 0,25% | 3,79 CHF | 3,80 CHF | 83 000 | 83 000 | 29 153 | 29 153 | 114 887 CHF | 115 179 CHF | 99,42% | 99,42% |
11/11/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 79 000 | 79 000 | 29 073 | 29 073 | 126 909 CHF | 127 201 CHF | 99,89% | 99,89% |
08/11/2024 | 0,22% | 4,63 CHF | 4,64 CHF | 76 000 | 76 000 | 28 291 | 28 291 | 129 562 CHF | 129 845 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 76 000 | 76 000 | 28 435 | 28 435 | 131 600 CHF | 131 885 CHF | 99,76% | 99,76% |