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 | 0,11% | 35,47 CHF | 35,49 CHF | 38 000 | 38 000 | 20 646 | 20 646 | 736 538 CHF | 737 234 CHF | 99,89% | 99,89% |
19/11/2024 | 0,11% | 35,84 CHF | 35,86 CHF | 37 000 | 37 000 | 20 604 | 20 604 | 733 577 CHF | 734 253 CHF | 100,00% | 100,00% |
18/11/2024 | 0,10% | 35,85 CHF | 35,87 CHF | 37 000 | 37 000 | 20 592 | 20 592 | 730 928 CHF | 731 558 CHF | 99,89% | 99,89% |
15/11/2024 | 0,11% | 35,28 CHF | 35,30 CHF | 38 000 | 38 000 | 20 744 | 20 744 | 735 522 CHF | 736 220 CHF | 99,86% | 99,86% |
14/11/2024 | 0,09% | 35,60 CHF | 35,62 CHF | 38 000 | 38 000 | 20 743 | 20 743 | 734 161 CHF | 734 766 CHF | 99,34% | 99,34% |
13/11/2024 | 0,09% | 35,01 CHF | 35,03 CHF | 38 000 | 38 000 | 21 279 | 21 279 | 742 366 CHF | 742 961 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 35,13 CHF | 35,15 CHF | 38 000 | 38 000 | 21 282 | 21 282 | 742 891 CHF | 743 485 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 34,66 CHF | 34,68 CHF | 38 000 | 38 000 | 20 763 | 20 763 | 727 034 CHF | 727 608 CHF | 99,65% | 99,65% |
08/11/2024 | 0,09% | 35,07 CHF | 35,09 CHF | 38 000 | 38 000 | 21 191 | 21 191 | 745 009 CHF | 745 602 CHF | 99,34% | 99,34% |
07/11/2024 | 0,09% | 34,88 CHF | 34,90 CHF | 38 000 | 38 000 | 21 503 | 21 503 | 744 883 CHF | 745 482 CHF | 100,00% | 100,00% |