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 | 0,34% | 3,96 CHF | 4,08 CHF | 3 200 | 3 200 | 20 480 | 20 480 | 78 759 CHF | 78 975 CHF | 98,81% | 98,81% |
19/11/2024 | 0,41% | 3,49 CHF | 3,59 CHF | 3 800 | 3 800 | 24 968 | 24 968 | 75 808 CHF | 76 069 CHF | 98,75% | 98,75% |
18/11/2024 | 0,44% | 2,86 CHF | 2,97 CHF | 3 700 | 3 700 | 23 576 | 23 576 | 71 323 CHF | 71 570 CHF | 98,94% | 98,94% |
15/11/2024 | 0,65% | 3,30 CHF | 3,48 CHF | 2 200 | 2 200 | 13 970 | 13 970 | 53 816 CHF | 54 105 CHF | 98,36% | 98,36% |
14/11/2024 | 0,46% | 5,44 CHF | 5,64 CHF | 2 000 | 2 000 | 12 857 | 12 857 | 71 933 CHF | 72 201 CHF | 98,85% | 98,85% |
13/11/2024 | 0,46% | 5,78 CHF | 5,96 CHF | 2 200 | 2 200 | 13 735 | 13 735 | 73 373 CHF | 73 659 CHF | 98,87% | 98,87% |
12/11/2024 | 0,45% | 5,12 CHF | 5,36 CHF | 1 700 | 1 700 | 10 614 | 10 614 | 57 888 CHF | 58 108 CHF | 97,83% | 97,83% |
11/11/2024 | 0,38% | 7,00 CHF | 7,20 CHF | 2 000 | 2 000 | 12 851 | 12 851 | 85 003 CHF | 85 271 CHF | 98,90% | 98,90% |