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 | 0,29% | 3,43 CHF | 3,44 CHF | 87 000 | 87 000 | 32 145 | 32 145 | 111 564 CHF | 111 886 CHF | 99,82% | 99,82% |
19/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 88 000 | 88 000 | 32 884 | 32 884 | 112 156 CHF | 112 485 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 3,46 CHF | 3,47 CHF | 87 000 | 87 000 | 32 867 | 32 867 | 111 278 CHF | 111 607 CHF | 99,85% | 99,85% |
15/11/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 87 000 | 87 000 | 31 815 | 31 815 | 111 206 CHF | 111 525 CHF | 99,47% | 99,47% |
14/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 84 000 | 84 000 | 30 425 | 30 425 | 115 173 CHF | 115 478 CHF | 99,93% | 99,93% |
13/11/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 84 000 | 84 000 | 30 776 | 30 776 | 119 787 CHF | 120 096 CHF | 99,84% | 99,84% |
12/11/2024 | 0,24% | 3,92 CHF | 3,93 CHF | 83 000 | 83 000 | 29 064 | 29 064 | 118 053 CHF | 118 344 CHF | 99,26% | 99,26% |
11/11/2024 | 0,22% | 4,37 CHF | 4,38 CHF | 79 000 | 79 000 | 29 073 | 29 073 | 130 382 CHF | 130 674 CHF | 99,89% | 99,89% |
08/11/2024 | 0,22% | 4,75 CHF | 4,76 CHF | 76 000 | 76 000 | 28 292 | 28 292 | 132 873 CHF | 133 156 CHF | 100,00% | 100,00% |
07/11/2024 | 0,22% | 4,73 CHF | 4,74 CHF | 76 000 | 76 000 | 28 435 | 28 435 | 134 921 CHF | 135 206 CHF | 99,76% | 99,76% |