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 | 0,32% | 3,12 CHF | 3,13 CHF | 87 000 | 87 000 | 32 145 | 32 145 | 101 659 CHF | 101 981 CHF | 99,82% | 99,82% |
19/11/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 88 000 | 88 000 | 32 884 | 32 884 | 102 062 CHF | 102 391 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,15 CHF | 3,16 CHF | 87 000 | 87 000 | 32 868 | 32 868 | 101 149 CHF | 101 478 CHF | 99,86% | 99,86% |
15/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 87 000 | 87 000 | 31 816 | 31 816 | 101 377 CHF | 101 695 CHF | 99,47% | 99,47% |
14/11/2024 | 0,29% | 3,40 CHF | 3,41 CHF | 84 000 | 84 000 | 30 428 | 30 428 | 105 798 CHF | 106 103 CHF | 99,94% | 99,94% |
13/11/2024 | 0,28% | 3,43 CHF | 3,44 CHF | 84 000 | 84 000 | 30 776 | 30 776 | 110 335 CHF | 110 643 CHF | 99,84% | 99,84% |
12/11/2024 | 0,26% | 3,61 CHF | 3,62 CHF | 83 000 | 83 000 | 29 069 | 29 069 | 109 179 CHF | 109 470 CHF | 99,26% | 99,26% |
11/11/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 79 000 | 79 000 | 29 071 | 29 071 | 121 473 CHF | 121 764 CHF | 99,89% | 99,89% |
08/11/2024 | 0,23% | 4,45 CHF | 4,46 CHF | 76 000 | 76 000 | 28 287 | 28 287 | 124 284 CHF | 124 567 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,43 CHF | 4,44 CHF | 76 000 | 76 000 | 28 435 | 28 435 | 126 304 CHF | 126 590 CHF | 99,76% | 99,76% |