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 | 0,34% | 2,98 CHF | 2,99 CHF | 87 000 | 87 000 | 32 144 | 32 144 | 97 317 CHF | 97 639 CHF | 99,82% | 99,82% |
19/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 88 000 | 88 000 | 32 885 | 32 885 | 97 639 CHF | 97 968 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 3,02 CHF | 3,03 CHF | 87 000 | 87 000 | 32 894 | 32 894 | 96 800 CHF | 97 130 CHF | 99,90% | 99,90% |
15/11/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 87 000 | 87 000 | 31 815 | 31 815 | 97 058 CHF | 97 377 CHF | 99,47% | 99,47% |
14/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 84 000 | 84 000 | 30 457 | 30 457 | 101 816 CHF | 102 121 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,29 CHF | 3,30 CHF | 84 000 | 84 000 | 30 735 | 30 735 | 106 123 CHF | 106 431 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,48 CHF | 3,49 CHF | 83 000 | 83 000 | 29 153 | 29 153 | 105 636 CHF | 105 928 CHF | 99,42% | 99,42% |
11/11/2024 | 0,25% | 3,93 CHF | 3,94 CHF | 79 000 | 79 000 | 29 070 | 29 070 | 117 709 CHF | 118 000 CHF | 99,89% | 99,89% |
08/11/2024 | 0,24% | 4,32 CHF | 4,33 CHF | 76 000 | 76 000 | 28 288 | 28 288 | 120 681 CHF | 120 964 CHF | 100,00% | 100,00% |
07/11/2024 | 0,24% | 4,30 CHF | 4,31 CHF | 76 000 | 76 000 | 28 435 | 28 435 | 122 679 CHF | 122 965 CHF | 99,76% | 99,76% |