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 | 0,28% | 3,63 CHF | 3,64 CHF | 87 000 | 87 000 | 32 148 | 32 148 | 118 102 CHF | 118 424 CHF | 99,83% | 99,83% |
19/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 118 805 CHF | 119 135 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 87 000 | 87 000 | 32 859 | 32 859 | 117 961 CHF | 118 290 CHF | 99,84% | 99,84% |
15/11/2024 | 0,27% | 3,58 CHF | 3,59 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 117 680 CHF | 117 999 CHF | 99,47% | 99,47% |
14/11/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 84 000 | 84 000 | 30 422 | 30 422 | 121 345 CHF | 121 649 CHF | 99,93% | 99,93% |
13/11/2024 | 0,25% | 3,94 CHF | 3,95 CHF | 84 000 | 84 000 | 30 778 | 30 778 | 126 026 CHF | 126 334 CHF | 99,84% | 99,84% |
12/11/2024 | 0,23% | 4,12 CHF | 4,13 CHF | 83 000 | 83 000 | 29 063 | 29 063 | 123 916 CHF | 124 208 CHF | 99,25% | 99,25% |
11/11/2024 | 0,21% | 4,57 CHF | 4,58 CHF | 79 000 | 79 000 | 29 075 | 29 075 | 136 255 CHF | 136 546 CHF | 99,90% | 99,90% |
08/11/2024 | 0,21% | 4,95 CHF | 4,96 CHF | 76 000 | 76 000 | 28 288 | 28 288 | 138 512 CHF | 138 795 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,93 CHF | 4,94 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 140 591 CHF | 140 877 CHF | 99,76% | 99,76% |