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% | 3,51 CHF | 3,52 CHF | 87 000 | 87 000 | 32 143 | 32 143 | 114 234 CHF | 114 556 CHF | 99,82% | 99,82% |
19/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 114 901 CHF | 115 231 CHF | 100,00% | 100,00% |
18/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 87 000 | 87 000 | 32 892 | 32 892 | 114 112 CHF | 114 442 CHF | 99,90% | 99,90% |
15/11/2024 | 0,28% | 3,46 CHF | 3,47 CHF | 87 000 | 87 000 | 31 814 | 31 814 | 113 874 CHF | 114 193 CHF | 99,47% | 99,47% |
14/11/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 84 000 | 84 000 | 30 457 | 30 457 | 117 884 CHF | 118 189 CHF | 100,00% | 100,00% |
13/11/2024 | 0,25% | 3,82 CHF | 3,83 CHF | 84 000 | 84 000 | 30 736 | 30 736 | 122 272 CHF | 122 580 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,00 CHF | 4,01 CHF | 83 000 | 83 000 | 29 155 | 29 155 | 120 914 CHF | 121 206 CHF | 99,42% | 99,42% |
11/11/2024 | 0,22% | 4,45 CHF | 4,46 CHF | 79 000 | 79 000 | 29 069 | 29 069 | 132 900 CHF | 133 191 CHF | 99,89% | 99,89% |
08/11/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 76 000 | 76 000 | 28 287 | 28 287 | 135 326 CHF | 135 609 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 76 000 | 76 000 | 28 436 | 28 436 | 137 415 CHF | 137 700 CHF | 99,76% | 99,76% |