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 | 1,15% | 3,42 CHF | 3,43 CHF | 25 400 | 25 400 | 10 363 | 10 363 | 36 009 CHF | 36 306 CHF | 99,89% | 99,89% |
19/11/2024 | 1,13% | 3,52 CHF | 3,53 CHF | 20 700 | 20 700 | 8 197 | 8 197 | 32 946 CHF | 33 212 CHF | 99,95% | 99,95% |
18/11/2024 | 1,22% | 3,89 CHF | 3,90 CHF | 23 500 | 23 500 | 8 875 | 8 875 | 36 616 CHF | 36 903 CHF | 98,93% | 99,89% |
15/11/2024 | 1,21% | 3,96 CHF | 3,97 CHF | 18 900 | 18 900 | 7 520 | 7 520 | 33 643 CHF | 33 927 CHF | 99,99% | 99,99% |
14/11/2024 | 1,08% | 5,61 CHF | 5,62 CHF | 18 800 | 18 800 | 7 615 | 7 615 | 41 213 CHF | 41 499 CHF | 99,76% | 99,76% |
13/11/2024 | 1,32% | 4,22 CHF | 4,23 CHF | 23 600 | 23 600 | 9 618 | 9 618 | 37 834 CHF | 38 154 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 3,50 CHF | 3,52 CHF | 17 500 | 17 500 | 6 980 | 6 980 | 30 935 CHF | 31 237 CHF | 99,95% | 99,95% |
11/11/2024 | 1,19% | 5,51 CHF | 5,53 CHF | 11 400 | 11 400 | 4 364 | 4 364 | 32 151 CHF | 32 413 CHF | 99,36% | 99,36% |
08/11/2024 | 1,15% | 8,75 CHF | 8,77 CHF | 10 900 | 10 900 | 4 327 | 4 327 | 35 513 CHF | 35 776 CHF | 99,53% | 99,53% |
07/11/2024 | 1,13% | 7,98 CHF | 8,00 CHF | 14 300 | 14 300 | 5 954 | 5 954 | 42 283 CHF | 42 592 CHF | 99,86% | 99,86% |