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 | 0,28% | 3,48 CHF | 3,49 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 131 211 CHF | 131 583 CHF | 99,48% | 99,48% |
19/11/2024 | 0,30% | 3,40 CHF | 3,41 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 128 474 CHF | 128 856 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,49 CHF | 3,50 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 131 686 CHF | 132 057 CHF | 99,90% | 99,90% |
15/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 132 034 CHF | 132 404 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 131 722 CHF | 132 092 CHF | 98,59% | 98,59% |
13/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 130 469 CHF | 130 839 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 133 518 CHF | 133 888 CHF | 99,88% | 99,88% |
11/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 134 324 CHF | 134 684 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 133 376 CHF | 133 736 CHF | 98,29% | 98,29% |
07/11/2024 | 0,26% | 3,78 CHF | 3,79 CHF | 36 000 | 36 000 | 35 992 | 35 992 | 136 186 CHF | 136 546 CHF | 100,00% | 100,00% |