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 | 0,34% | 2,89 CHF | 2,90 CHF | 35 000 | 35 000 | 34 533 | 34 533 | 100 934 CHF | 101 280 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 34 000 | 34 000 | 33 865 | 33 865 | 101 970 CHF | 102 308 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 34 000 | 34 000 | 33 825 | 33 825 | 104 399 CHF | 104 737 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 34 000 | 34 000 | 33 432 | 33 432 | 103 724 CHF | 104 058 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 104 309 CHF | 104 647 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 34 000 | 34 000 | 33 010 | 33 010 | 104 346 CHF | 104 677 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 36 000 | 36 000 | 34 939 | 34 939 | 98 168 CHF | 98 517 CHF | 99,87% | 99,87% |
11/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 35 000 | 35 000 | 34 855 | 34 855 | 100 077 CHF | 100 426 CHF | 99,69% | 99,69% |
08/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 36 000 | 36 000 | 35 127 | 35 127 | 97 494 CHF | 97 845 CHF | 99,21% | 99,21% |
07/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 35 000 | 35 000 | 35 058 | 35 058 | 97 373 CHF | 97 724 CHF | 99,39% | 99,39% |