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 | 0,27% | 3,65 CHF | 3,66 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 137 571 CHF | 137 944 CHF | 99,49% | 99,49% |
19/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 134 968 CHF | 135 349 CHF | 100,00% | 100,00% |
18/11/2024 | 0,27% | 3,66 CHF | 3,67 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 138 031 CHF | 138 403 CHF | 99,90% | 99,90% |
15/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 138 323 CHF | 138 693 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 138 058 CHF | 138 428 CHF | 98,63% | 98,63% |
13/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 136 804 CHF | 137 174 CHF | 100,00% | 100,00% |
12/11/2024 | 0,26% | 3,73 CHF | 3,74 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 139 804 CHF | 140 174 CHF | 99,88% | 99,88% |
11/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 140 483 CHF | 140 843 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 139 496 CHF | 139 856 CHF | 98,29% | 98,29% |
07/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 36 000 | 36 000 | 35 992 | 35 992 | 142 329 CHF | 142 689 CHF | 100,00% | 100,00% |