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% | 3,16 CHF | 3,17 CHF | 32 100 | 32 100 | 31 263 | 31 263 | 101 512 CHF | 101 825 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 32 200 | 32 200 | 31 353 | 31 353 | 100 226 CHF | 100 540 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 3,23 CHF | 3,24 CHF | 32 500 | 32 500 | 31 654 | 31 654 | 101 636 CHF | 101 952 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 32 800 | 32 800 | 31 945 | 31 945 | 100 902 CHF | 101 222 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 32 200 | 32 200 | 31 358 | 31 358 | 96 603 CHF | 96 916 CHF | 99,35% | 99,35% |
13/11/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 32 200 | 32 200 | 31 362 | 31 362 | 101 249 CHF | 101 563 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,14 CHF | 3,15 CHF | 30 700 | 30 700 | 29 900 | 29 900 | 95 832 CHF | 96 131 CHF | 100,00% | 100,00% |
11/11/2024 | 0,29% | 3,35 CHF | 3,36 CHF | 28 700 | 28 700 | 27 952 | 27 952 | 94 743 CHF | 95 022 CHF | 99,93% | 99,93% |
08/11/2024 | 0,26% | 3,65 CHF | 3,66 CHF | 25 200 | 25 200 | 23 338 | 23 338 | 90 759 CHF | 90 993 CHF | 100,00% | 100,00% |
07/11/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 26 100 | 26 100 | 25 409 | 25 409 | 110 829 CHF | 111 083 CHF | 98,39% | 98,39% |