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% | 3,50 CHF | 3,57 CHF | 6 000 | 6 000 | 38 831 | 38 831 | 134 477 CHF | 134 876 CHF | 98,90% | 98,90% |
19/11/2024 | 0,37% | 3,29 CHF | 3,35 CHF | 6 500 | 6 500 | 43 308 | 43 308 | 132 482 CHF | 132 925 CHF | 98,77% | 98,77% |
18/11/2024 | 0,38% | 2,98 CHF | 3,04 CHF | 6 600 | 6 600 | 42 085 | 42 085 | 128 667 CHF | 129 099 CHF | 98,94% | 98,94% |
15/11/2024 | 0,36% | 3,17 CHF | 3,25 CHF | 5 400 | 5 400 | 34 162 | 34 162 | 115 359 CHF | 115 711 CHF | 98,94% | 98,94% |
14/11/2024 | 0,30% | 3,95 CHF | 4,03 CHF | 5 000 | 5 000 | 32 434 | 32 434 | 129 811 CHF | 130 146 CHF | 98,85% | 98,85% |
13/11/2024 | 0,31% | 4,06 CHF | 4,14 CHF | 5 200 | 5 200 | 33 312 | 33 312 | 130 200 CHF | 130 544 CHF | 98,87% | 98,87% |
12/11/2024 | 0,32% | 3,83 CHF | 3,92 CHF | 4 700 | 4 700 | 30 017 | 30 017 | 118 351 CHF | 118 663 CHF | 98,79% | 98,79% |
11/11/2024 | 0,28% | 4,42 CHF | 4,50 CHF | 5 100 | 5 100 | 32 514 | 32 514 | 139 175 CHF | 139 511 CHF | 98,90% | 98,90% |
08/11/2024 | 0,31% | 3,91 CHF | 3,98 CHF | 5 500 | 5 500 | 35 612 | 35 612 | 137 652 CHF | 138 019 CHF | 97,83% | 97,83% |
07/11/2024 | 0,30% | 3,70 CHF | 3,78 CHF | 5 100 | 5 100 | 33 336 | 33 336 | 124 453 CHF | 124 792 CHF | 97,35% | 97,35% |