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 | 0,28% | 3,60 CHF | 3,61 CHF | 21 600 | 21 600 | 21 665 | 21 665 | 78 191 CHF | 78 408 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,58 CHF | 3,59 CHF | 21 600 | 21 600 | 22 065 | 22 065 | 77 210 CHF | 77 431 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 21 600 | 21 600 | 21 735 | 21 735 | 77 251 CHF | 77 469 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 21 300 | 21 300 | 21 300 | 21 300 | 77 904 CHF | 78 117 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,70 CHF | 3,71 CHF | 22 100 | 22 100 | 22 266 | 22 266 | 79 818 CHF | 80 041 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,46 CHF | 3,47 CHF | 22 300 | 22 300 | 22 164 | 22 164 | 77 891 CHF | 78 113 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 21 400 | 21 400 | 21 051 | 21 051 | 75 879 CHF | 76 089 CHF | 99,85% | 99,85% |
11/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 21 000 | 21 000 | 20 947 | 20 947 | 79 640 CHF | 79 850 CHF | 99,67% | 99,67% |
08/11/2024 | 0,26% | 3,75 CHF | 3,76 CHF | 21 000 | 21 000 | 20 975 | 20 975 | 79 237 CHF | 79 446 CHF | 99,16% | 99,16% |
07/11/2024 | 0,26% | 3,76 CHF | 3,77 CHF | 21 000 | 21 000 | 20 796 | 20 796 | 78 741 CHF | 78 949 CHF | 100,00% | 100,00% |