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 | 0,54% | 3,49 CHF | 3,50 CHF | 15 900 | 15 900 | 8 750 | 8 750 | 29 404 CHF | 29 545 CHF | 99,90% | 99,90% |
19/11/2024 | 0,56% | 3,27 CHF | 3,28 CHF | 17 300 | 17 300 | 9 518 | 9 518 | 30 757 CHF | 30 909 CHF | 98,91% | 98,91% |
18/11/2024 | 0,62% | 2,99 CHF | 3,00 CHF | 18 900 | 18 900 | 10 389 | 10 389 | 30 386 CHF | 30 553 CHF | 99,58% | 99,58% |
15/11/2024 | 0,63% | 2,77 CHF | 2,78 CHF | 18 200 | 18 200 | 9 975 | 9 975 | 28 198 CHF | 28 359 CHF | 99,91% | 99,91% |
14/11/2024 | 0,68% | 2,88 CHF | 2,89 CHF | 18 400 | 18 400 | 10 255 | 10 255 | 27 773 CHF | 27 937 CHF | 98,85% | 98,85% |
13/11/2024 | 0,60% | 2,81 CHF | 2,82 CHF | 17 600 | 17 600 | 9 695 | 9 695 | 28 556 CHF | 28 712 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 2,98 CHF | 2,99 CHF | 16 400 | 16 400 | 8 416 | 8 416 | 24 971 CHF | 25 104 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 3,20 CHF | 3,21 CHF | 13 600 | 13 600 | 7 442 | 7 442 | 26 425 CHF | 26 573 CHF | 99,93% | 99,93% |
08/11/2024 | 0,83% | 3,94 CHF | 3,95 CHF | 13 400 | 13 400 | 5 061 | 5 061 | 19 866 CHF | 19 950 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 4,08 CHF | 4,09 CHF | 12 500 | 12 500 | 5 955 | 5 955 | 23 612 CHF | 23 749 CHF | 98,68% | 98,68% |