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% | 3,53 CHF | 3,54 CHF | 31 800 | 31 800 | 31 511 | 31 511 | 112 561 CHF | 112 877 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,58 CHF | 3,59 CHF | 31 000 | 31 000 | 31 308 | 31 308 | 109 523 CHF | 109 836 CHF | 99,87% | 99,87% |
18/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 29 800 | 29 800 | 29 953 | 29 953 | 106 344 CHF | 106 644 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,72 CHF | 3,73 CHF | 27 500 | 27 500 | 27 498 | 27 498 | 104 513 CHF | 104 788 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 4,22 CHF | 4,23 CHF | 28 800 | 28 800 | 28 863 | 28 863 | 116 173 CHF | 116 461 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 28 200 | 28 200 | 28 154 | 28 154 | 109 011 CHF | 109 293 CHF | 100,00% | 100,00% |
12/11/2024 | 0,24% | 4,05 CHF | 4,06 CHF | 26 300 | 26 300 | 26 300 | 26 300 | 109 360 CHF | 109 623 CHF | 99,89% | 99,89% |
11/11/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 26 700 | 26 700 | 26 510 | 26 510 | 116 234 CHF | 116 499 CHF | 100,00% | 100,00% |
08/11/2024 | 0,23% | 4,29 CHF | 4,30 CHF | 26 500 | 26 500 | 26 330 | 26 330 | 114 469 CHF | 114 733 CHF | 98,92% | 98,92% |
07/11/2024 | 0,22% | 4,28 CHF | 4,29 CHF | 24 900 | 24 900 | 24 670 | 24 670 | 111 059 CHF | 111 306 CHF | 100,00% | 100,00% |