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 | 0,14% | 35,65 CHF | 35,70 CHF | 5 500 | 5 500 | 5 483 | 5 483 | 199 611 CHF | 199 885 CHF | 100,00% | 100,00% |
19/11/2024 | 0,15% | 34,70 CHF | 34,75 CHF | 5 700 | 5 700 | 5 677 | 5 677 | 192 065 CHF | 192 349 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 34,25 CHF | 34,30 CHF | 5 800 | 5 800 | 5 776 | 5 776 | 195 361 CHF | 195 649 CHF | 100,00% | 100,00% |
15/11/2024 | 0,15% | 33,15 CHF | 33,20 CHF | 5 500 | 5 500 | 5 475 | 5 475 | 186 058 CHF | 186 332 CHF | 99,90% | 99,90% |
14/11/2024 | 0,14% | 35,30 CHF | 35,35 CHF | 5 500 | 5 500 | 5 538 | 5 538 | 194 213 CHF | 194 490 CHF | 100,00% | 100,00% |
13/11/2024 | 0,15% | 34,70 CHF | 34,75 CHF | 5 600 | 5 600 | 5 564 | 5 564 | 189 525 CHF | 189 803 CHF | 100,00% | 100,00% |
12/11/2024 | 0,14% | 35,85 CHF | 35,90 CHF | 5 300 | 5 300 | 5 278 | 5 278 | 191 091 CHF | 191 355 CHF | 100,00% | 100,00% |
11/11/2024 | 0,13% | 36,45 CHF | 36,50 CHF | 5 400 | 5 400 | 5 378 | 5 378 | 200 350 CHF | 200 619 CHF | 100,00% | 100,00% |
08/11/2024 | 0,14% | 36,50 CHF | 36,55 CHF | 5 400 | 5 400 | 5 378 | 5 378 | 196 279 CHF | 196 548 CHF | 99,19% | 99,19% |
07/11/2024 | 0,14% | 35,85 CHF | 35,90 CHF | 6 000 | 6 000 | 6 012 | 6 012 | 209 174 CHF | 209 475 CHF | 100,00% | 100,00% |