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 | 0,94% | 3,16 CHF | 3,19 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 37 969 CHF | 38 326 CHF | 100,00% | 100,00% |
19/11/2024 | 0,91% | 3,32 CHF | 3,35 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 36 186 CHF | 36 514 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 3,65 CHF | 3,68 CHF | 11 000 | 11 000 | 10 897 | 10 897 | 40 874 CHF | 41 202 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 3,72 CHF | 3,75 CHF | 12 000 | 12 000 | 12 000 | 12 000 | 43 434 CHF | 43 794 CHF | 71,39% | 71,39% |
14/11/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,66% | 3,14 CHF | 3,16 CHF | 13 000 | 13 000 | 12 877 | 12 877 | 39 503 CHF | 39 761 CHF | 99,65% | 99,65% |
12/11/2024 | 0,99% | 2,93 CHF | 2,96 CHF | 11 500 | 11 500 | 11 392 | 11 392 | 34 680 CHF | 35 022 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 3,47 CHF | 3,50 CHF | 12 000 | 12 000 | 11 887 | 11 887 | 41 061 CHF | 41 418 CHF | 100,00% | 100,00% |
08/11/2024 | 1,11% | 3,30 CHF | 3,34 CHF | 9 000 | 9 000 | 8 916 | 8 916 | 32 401 CHF | 32 758 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 4,93 CHF | 4,97 CHF | 9 000 | 9 000 | 8 916 | 8 916 | 43 291 CHF | 43 648 CHF | 100,00% | 100,00% |