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 | 0,26% | 3,86 CHF | 3,87 CHF | 93 000 | 93 000 | 38 671 | 38 671 | 151 665 CHF | 152 052 CHF | 99,90% | 99,90% |
19/11/2024 | 0,27% | 3,86 CHF | 3,87 CHF | 93 000 | 93 000 | 38 714 | 38 714 | 147 606 CHF | 147 994 CHF | 99,96% | 99,96% |
18/11/2024 | 0,24% | 3,97 CHF | 3,98 CHF | 91 000 | 91 000 | 34 047 | 34 047 | 138 112 CHF | 138 454 CHF | 98,20% | 98,20% |
15/11/2024 | 0,27% | 4,17 CHF | 4,18 CHF | 88 000 | 88 000 | 40 284 | 40 284 | 159 814 CHF | 160 222 CHF | 99,72% | 99,72% |
14/11/2024 | 0,26% | 3,67 CHF | 3,68 CHF | 96 000 | 96 000 | 39 464 | 39 464 | 151 216 CHF | 151 612 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 4,02 CHF | 4,03 CHF | 90 000 | 90 000 | 24 787 | 24 787 | 96 919 CHF | 97 338 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 96 000 | 96 000 | 40 496 | 40 496 | 149 044 CHF | 149 450 CHF | 99,92% | 99,92% |
11/11/2024 | 0,27% | 3,91 CHF | 3,92 CHF | 92 000 | 92 000 | 41 898 | 41 898 | 158 878 CHF | 159 298 CHF | 99,82% | 99,82% |
08/11/2024 | 0,32% | 3,51 CHF | 3,52 CHF | 99 000 | 99 000 | 44 144 | 44 144 | 148 864 CHF | 149 312 CHF | 99,18% | 99,18% |
07/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 100 000 | 100 000 | 46 294 | 46 294 | 150 342 CHF | 150 807 CHF | 99,71% | 99,71% |