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% | 3,76 CHF | 3,77 CHF | 93 000 | 93 000 | 38 672 | 38 672 | 148 105 CHF | 148 492 CHF | 99,90% | 99,90% |
19/11/2024 | 0,28% | 3,77 CHF | 3,78 CHF | 93 000 | 93 000 | 38 715 | 38 715 | 144 058 CHF | 144 446 CHF | 99,96% | 99,96% |
18/11/2024 | 0,25% | 3,88 CHF | 3,89 CHF | 91 000 | 91 000 | 34 047 | 34 047 | 134 972 CHF | 135 313 CHF | 98,20% | 98,20% |
15/11/2024 | 0,27% | 4,08 CHF | 4,09 CHF | 88 000 | 88 000 | 40 284 | 40 284 | 156 095 CHF | 156 502 CHF | 99,72% | 99,72% |
14/11/2024 | 0,27% | 3,57 CHF | 3,58 CHF | 96 000 | 96 000 | 39 462 | 39 462 | 147 566 CHF | 147 962 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 3,93 CHF | 3,94 CHF | 90 000 | 90 000 | 24 785 | 24 785 | 94 637 CHF | 95 056 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,58 CHF | 3,59 CHF | 96 000 | 96 000 | 40 495 | 40 495 | 145 323 CHF | 145 729 CHF | 99,92% | 99,92% |
11/11/2024 | 0,28% | 3,82 CHF | 3,83 CHF | 92 000 | 92 000 | 41 898 | 41 898 | 155 055 CHF | 155 475 CHF | 99,82% | 99,82% |
08/11/2024 | 0,33% | 3,42 CHF | 3,43 CHF | 99 000 | 99 000 | 44 144 | 44 144 | 144 855 CHF | 145 303 CHF | 99,18% | 99,18% |
07/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 100 000 | 100 000 | 46 290 | 46 290 | 146 124 CHF | 146 589 CHF | 99,71% | 99,71% |