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 | 0,32% | 3,12 CHF | 3,13 CHF | 36 000 | 36 000 | 35 801 | 35 801 | 111 260 CHF | 111 618 CHF | 99,64% | 99,64% |
20/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 106 312 CHF | 106 684 CHF | 99,43% | 99,43% |
19/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 103 057 CHF | 103 439 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 106 777 CHF | 107 149 CHF | 99,88% | 99,88% |
15/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 107 215 CHF | 107 585 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 106 937 CHF | 107 307 CHF | 98,60% | 98,60% |
13/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 105 740 CHF | 106 110 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 108 686 CHF | 109 056 CHF | 99,89% | 99,89% |
11/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 110 027 CHF | 110 387 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 109 095 CHF | 109 455 CHF | 98,30% | 98,30% |