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 | 0,29% | 3,47 CHF | 3,48 CHF | 9 000 | 9 000 | 8 518 | 8 518 | 30 111 CHF | 30 196 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 9 000 | 9 000 | 8 760 | 8 760 | 30 511 CHF | 30 598 CHF | 98,87% | 98,87% |
18/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 8 500 | 8 500 | 8 539 | 8 539 | 30 281 CHF | 30 366 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,60 CHF | 3,61 CHF | 8 500 | 8 500 | 8 500 | 8 500 | 30 953 CHF | 31 038 CHF | 71,66% | 71,66% |
14/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 8 500 | 8 500 | 8 515 | 8 515 | 30 616 CHF | 30 702 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,47 CHF | 3,48 CHF | 9 000 | 9 000 | 8 849 | 8 849 | 30 895 CHF | 30 984 CHF | 99,28% | 99,28% |
12/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 30 877 CHF | 30 962 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 30 857 CHF | 30 942 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 9 000 | 9 000 | 8 899 | 8 899 | 31 516 CHF | 31 605 CHF | 100,00% | 100,00% |
07/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 9 000 | 9 000 | 8 847 | 8 847 | 31 785 CHF | 31 874 CHF | 100,00% | 100,00% |