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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 36 000 | 36 000 | 35 801 | 35 801 | 119 708 CHF | 120 066 CHF | 99,64% | 99,64% |
20/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 115 117 CHF | 115 489 CHF | 99,43% | 99,43% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 112 091 CHF | 112 473 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 115 561 CHF | 115 933 CHF | 99,88% | 99,88% |
15/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 115 943 CHF | 116 313 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 115 675 CHF | 116 045 CHF | 98,58% | 98,58% |
13/11/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 114 450 CHF | 114 820 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 3,13 CHF | 3,14 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 117 381 CHF | 117 751 CHF | 99,90% | 99,90% |
11/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 118 519 CHF | 118 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 117 592 CHF | 117 952 CHF | 98,30% | 98,30% |