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 | 0,26% | 3,75 CHF | 3,76 CHF | 9 000 | 9 000 | 8 518 | 8 518 | 32 496 CHF | 32 581 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 9 000 | 9 000 | 8 760 | 8 760 | 32 964 CHF | 33 051 CHF | 98,86% | 98,86% |
18/11/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 8 500 | 8 500 | 8 539 | 8 539 | 32 672 CHF | 32 757 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,88 CHF | 3,89 CHF | 8 500 | 8 500 | 8 500 | 8 500 | 33 347 CHF | 33 432 CHF | 72,11% | 72,11% |
14/11/2024 | 0,26% | 3,94 CHF | 3,95 CHF | 8 500 | 8 500 | 8 515 | 8 515 | 33 001 CHF | 33 086 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 9 000 | 9 000 | 8 849 | 8 849 | 33 373 CHF | 33 462 CHF | 99,28% | 99,28% |
12/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 33 234 CHF | 33 319 CHF | 100,00% | 100,00% |
11/11/2024 | 0,26% | 3,89 CHF | 3,90 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 33 215 CHF | 33 299 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 9 000 | 9 000 | 8 899 | 8 899 | 34 008 CHF | 34 097 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 9 000 | 9 000 | 8 847 | 8 847 | 34 263 CHF | 34 352 CHF | 100,00% | 100,00% |