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% | 35,32 CHF | 35,34 CHF | 38 000 | 38 000 | 20 646 | 20 646 | 733 614 CHF | 734 310 CHF | 99,89% | 99,89% |
19/11/2024 | 0,11% | 35,70 CHF | 35,72 CHF | 37 000 | 37 000 | 20 604 | 20 604 | 730 669 CHF | 731 346 CHF | 100,00% | 100,00% |
18/11/2024 | 0,10% | 35,71 CHF | 35,73 CHF | 37 000 | 37 000 | 20 592 | 20 592 | 727 970 CHF | 728 600 CHF | 99,89% | 99,89% |
15/11/2024 | 0,11% | 35,14 CHF | 35,16 CHF | 38 000 | 38 000 | 20 744 | 20 744 | 732 529 CHF | 733 227 CHF | 99,86% | 99,86% |
14/11/2024 | 0,09% | 35,46 CHF | 35,48 CHF | 38 000 | 38 000 | 20 742 | 20 742 | 731 174 CHF | 731 778 CHF | 99,34% | 99,34% |
13/11/2024 | 0,09% | 34,87 CHF | 34,89 CHF | 38 000 | 38 000 | 21 278 | 21 278 | 739 351 CHF | 739 945 CHF | 100,00% | 100,00% |
12/11/2024 | 0,09% | 34,98 CHF | 35,00 CHF | 38 000 | 38 000 | 21 282 | 21 282 | 739 859 CHF | 740 454 CHF | 100,00% | 100,00% |
11/11/2024 | 0,09% | 34,51 CHF | 34,53 CHF | 38 000 | 38 000 | 20 763 | 20 763 | 724 107 CHF | 724 680 CHF | 99,65% | 99,65% |
08/11/2024 | 0,09% | 34,93 CHF | 34,95 CHF | 38 000 | 38 000 | 21 194 | 21 194 | 742 173 CHF | 742 765 CHF | 99,35% | 99,35% |
07/11/2024 | 0,09% | 34,73 CHF | 34,75 CHF | 38 000 | 38 000 | 21 502 | 21 502 | 741 813 CHF | 742 412 CHF | 100,00% | 100,00% |