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 | 0,27% | 3,70 CHF | 3,71 CHF | 93 000 | 93 000 | 38 674 | 38 674 | 145 718 CHF | 146 106 CHF | 99,90% | 99,90% |
19/11/2024 | 0,28% | 3,71 CHF | 3,72 CHF | 93 000 | 93 000 | 38 715 | 38 715 | 141 666 CHF | 142 054 CHF | 99,96% | 99,96% |
18/11/2024 | 0,25% | 3,82 CHF | 3,83 CHF | 91 000 | 91 000 | 34 048 | 34 048 | 132 864 CHF | 133 206 CHF | 98,20% | 98,20% |
15/11/2024 | 0,28% | 4,02 CHF | 4,03 CHF | 88 000 | 88 000 | 40 286 | 40 286 | 153 589 CHF | 153 997 CHF | 99,72% | 99,72% |
14/11/2024 | 0,27% | 3,51 CHF | 3,52 CHF | 96 000 | 96 000 | 39 462 | 39 462 | 145 114 CHF | 145 510 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 3,87 CHF | 3,88 CHF | 90 000 | 90 000 | 24 786 | 24 786 | 93 105 CHF | 93 524 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,51 CHF | 3,52 CHF | 96 000 | 96 000 | 40 495 | 40 495 | 142 824 CHF | 143 230 CHF | 99,92% | 99,92% |
11/11/2024 | 0,28% | 3,76 CHF | 3,77 CHF | 92 000 | 92 000 | 41 903 | 41 903 | 151 842 CHF | 152 262 CHF | 99,80% | 99,80% |
08/11/2024 | 0,35% | 3,25 CHF | 3,26 CHF | 99 000 | 99 000 | 44 140 | 44 140 | 137 731 CHF | 138 179 CHF | 99,20% | 99,20% |
07/11/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 100 000 | 100 000 | 46 236 | 46 236 | 138 658 CHF | 139 123 CHF | 99,61% | 99,61% |