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 | 0,65% | 30,95 CHF | 31,15 CHF | 1 000 | 1 000 | 993 | 993 | 30 945 CHF | 31 143 CHF | 100,00% | 100,00% |
19/11/2024 | 0,65% | 31,00 CHF | 31,20 CHF | 1 000 | 1 000 | 993 | 993 | 30 671 CHF | 30 869 CHF | 100,00% | 100,00% |
18/11/2024 | 0,64% | 31,60 CHF | 31,80 CHF | 1 000 | 1 000 | 993 | 993 | 31 306 CHF | 31 504 CHF | 100,00% | 100,00% |
15/11/2024 | 0,62% | 31,95 CHF | 32,15 CHF | 1 000 | 1 000 | 1 000 | 1 000 | 32 189 CHF | 32 389 CHF | 83,78% | 83,78% |
14/11/2024 | 0,63% | 32,25 CHF | 32,45 CHF | 1 000 | 1 000 | 993 | 993 | 31 672 CHF | 31 869 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 31,50 CHF | 31,70 CHF | 1 000 | 1 000 | 993 | 993 | 31 355 CHF | 31 552 CHF | 98,98% | 98,98% |
12/11/2024 | 0,63% | 31,45 CHF | 31,65 CHF | 1 000 | 1 000 | 993 | 993 | 31 582 CHF | 31 780 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 32,20 CHF | 32,40 CHF | 1 000 | 1 000 | 993 | 993 | 31 883 CHF | 32 081 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 31,70 CHF | 31,90 CHF | 1 000 | 1 000 | 993 | 993 | 31 490 CHF | 31 687 CHF | 100,00% | 100,00% |
07/11/2024 | 0,63% | 32,10 CHF | 32,30 CHF | 1 000 | 1 000 | 993 | 993 | 31 930 CHF | 32 128 CHF | 100,00% | 100,00% |