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 | 0,31% | 3,11 CHF | 3,12 CHF | 514 100 | 514 100 | 514 100 | 514 100 | 1 682 920 CHF | 1 688 060 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 527 800 | 527 800 | 527 800 | 527 800 | 1 631 640 CHF | 1 636 920 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,20 CHF | 3,21 CHF | 541 400 | 541 400 | 541 400 | 541 400 | 1 690 330 CHF | 1 695 750 CHF | 99,58% | 99,58% |
15/11/2024 | 0,30% | 3,14 CHF | 3,15 CHF | 490 800 | 490 800 | 490 800 | 490 800 | 1 616 790 CHF | 1 621 690 CHF | 100,00% | 100,00% |
14/11/2024 | 0,27% | 3,61 CHF | 3,62 CHF | 469 800 | 469 800 | 469 800 | 469 800 | 1 723 700 CHF | 1 728 400 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,65 CHF | 3,66 CHF | 470 300 | 470 300 | 470 300 | 470 300 | 1 691 780 CHF | 1 696 480 CHF | 100,00% | 100,00% |
12/11/2024 | 0,27% | 3,63 CHF | 3,64 CHF | 460 500 | 460 500 | 460 500 | 460 500 | 1 694 280 CHF | 1 698 890 CHF | 100,00% | 100,00% |
11/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 462 100 | 462 100 | 462 100 | 462 100 | 1 740 920 CHF | 1 745 540 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 474 500 | 474 500 | 474 500 | 474 500 | 1 687 200 CHF | 1 691 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 498 600 | 498 600 | 498 600 | 498 600 | 1 706 790 CHF | 1 711 780 CHF | 99,67% | 99,67% |