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 | 0,32% | 2,97 CHF | 2,98 CHF | 35 900 | 35 900 | 34 540 | 34 540 | 107 856 CHF | 108 202 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 34 000 | 34 000 | 35 265 | 35 265 | 104 130 CHF | 104 483 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 32 400 | 32 400 | 32 400 | 32 400 | 102 931 CHF | 103 255 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,29 CHF | 3,30 CHF | 30 700 | 30 700 | 30 700 | 30 700 | 105 708 CHF | 106 015 CHF | 100,00% | 100,00% |
14/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 32 800 | 32 800 | 32 800 | 32 800 | 113 207 CHF | 113 535 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 34 200 | 34 200 | 34 200 | 34 200 | 108 116 CHF | 108 458 CHF | 100,00% | 100,00% |
12/11/2024 | 0,29% | 3,14 CHF | 3,15 CHF | 28 400 | 28 400 | 28 400 | 28 400 | 98 827 CHF | 99 111 CHF | 99,86% | 99,86% |
11/11/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 30 500 | 30 500 | 31 808 | 31 808 | 120 473 CHF | 120 791 CHF | 99,69% | 99,69% |
08/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 32 100 | 32 100 | 32 100 | 32 100 | 108 596 CHF | 108 917 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 32 800 | 32 800 | 32 809 | 32 809 | 105 001 CHF | 105 329 CHF | 100,00% | 100,00% |