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 | 0,46% | 3,78 CHF | 3,79 CHF | 43 300 | 43 300 | 23 808 | 23 808 | 83 304 CHF | 83 634 CHF | 99,90% | 99,90% |
19/11/2024 | 0,42% | 3,73 CHF | 3,74 CHF | 41 400 | 41 400 | 22 709 | 22 709 | 83 751 CHF | 84 066 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 3,47 CHF | 3,48 CHF | 40 900 | 40 900 | 22 500 | 22 500 | 79 743 CHF | 80 055 CHF | 99,55% | 99,55% |
15/11/2024 | 0,32% | 3,55 CHF | 3,56 CHF | 51 500 | 51 500 | 28 279 | 28 279 | 92 159 CHF | 92 442 CHF | 99,51% | 99,51% |
14/11/2024 | 0,50% | 3,06 CHF | 3,07 CHF | 49 700 | 49 700 | 26 426 | 26 426 | 80 644 CHF | 81 010 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 3,30 CHF | 3,31 CHF | 47 400 | 47 400 | 26 047 | 26 047 | 85 511 CHF | 85 872 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 3,36 CHF | 3,37 CHF | 42 400 | 42 400 | 23 336 | 23 336 | 81 082 CHF | 81 405 CHF | 99,85% | 99,85% |
11/11/2024 | 0,48% | 3,49 CHF | 3,50 CHF | 46 700 | 46 700 | 25 670 | 25 670 | 82 916 CHF | 83 271 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 3,13 CHF | 3,14 CHF | 49 600 | 49 600 | 27 328 | 27 328 | 83 160 CHF | 83 538 CHF | 99,19% | 99,19% |
07/11/2024 | 0,47% | 3,01 CHF | 3,02 CHF | 44 200 | 44 200 | 24 299 | 24 299 | 78 893 CHF | 79 229 CHF | 99,89% | 99,89% |