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 | 0,31% | 3,19 CHF | 3,20 CHF | 9 000 | 9 000 | 8 516 | 8 516 | 27 701 CHF | 27 786 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,19 CHF | 3,20 CHF | 9 000 | 9 000 | 8 754 | 8 754 | 28 024 CHF | 28 112 CHF | 98,87% | 98,87% |
18/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 8 500 | 8 500 | 8 543 | 8 543 | 27 886 CHF | 27 972 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 8 500 | 8 500 | 8 500 | 8 500 | 28 573 CHF | 28 658 CHF | 71,84% | 71,84% |
14/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 8 500 | 8 500 | 8 516 | 8 516 | 28 220 CHF | 28 305 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 9 000 | 9 000 | 8 846 | 8 846 | 28 389 CHF | 28 477 CHF | 99,28% | 99,28% |
12/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 28 507 CHF | 28 591 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 8 500 | 8 500 | 8 421 | 8 421 | 28 485 CHF | 28 569 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 9 000 | 9 000 | 8 902 | 8 902 | 29 018 CHF | 29 107 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 9 000 | 9 000 | 8 847 | 8 847 | 29 308 CHF | 29 396 CHF | 100,00% | 100,00% |