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 | 0,15% | 32,70 CHF | 32,75 CHF | 3 300 | 3 300 | 3 287 | 3 287 | 109 964 CHF | 110 128 CHF | 99,44% | 99,44% |
19/11/2024 | 0,15% | 32,75 CHF | 32,80 CHF | 3 300 | 3 300 | 3 286 | 3 286 | 106 369 CHF | 106 533 CHF | 100,00% | 100,00% |
18/11/2024 | 0,15% | 33,75 CHF | 33,80 CHF | 3 400 | 3 400 | 3 389 | 3 389 | 112 856 CHF | 113 025 CHF | 99,88% | 99,88% |
15/11/2024 | 0,15% | 32,40 CHF | 32,45 CHF | 3 400 | 3 400 | 3 400 | 3 400 | 110 039 CHF | 110 209 CHF | 100,00% | 100,00% |
14/11/2024 | 0,16% | 31,80 CHF | 31,85 CHF | 3 500 | 3 500 | 3 500 | 3 500 | 109 265 CHF | 109 440 CHF | 98,55% | 98,55% |
13/11/2024 | 0,17% | 30,10 CHF | 30,15 CHF | 3 600 | 3 600 | 3 600 | 3 600 | 108 921 CHF | 109 101 CHF | 99,90% | 99,90% |
12/11/2024 | 0,16% | 30,05 CHF | 30,10 CHF | 3 200 | 3 200 | 3 200 | 3 200 | 101 458 CHF | 101 618 CHF | 99,88% | 99,88% |
11/11/2024 | 0,15% | 33,95 CHF | 34,00 CHF | 3 100 | 3 100 | 3 131 | 3 131 | 106 996 CHF | 107 152 CHF | 100,00% | 100,00% |
08/11/2024 | 0,15% | 32,90 CHF | 32,95 CHF | 3 300 | 3 300 | 3 252 | 3 252 | 108 429 CHF | 108 592 CHF | 99,05% | 99,05% |
07/11/2024 | 0,15% | 34,00 CHF | 34,05 CHF | 2 900 | 2 900 | 2 925 | 2 925 | 100 288 CHF | 100 434 CHF | 99,90% | 99,90% |