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 | 0,10% | 38,48 CHF | 38,50 CHF | 34 000 | 34 000 | 17 774 | 17 774 | 695 833 CHF | 696 419 CHF | 99,90% | 99,90% |
19/11/2024 | 0,10% | 39,25 CHF | 39,27 CHF | 33 000 | 33 000 | 17 786 | 17 786 | 683 467 CHF | 684 053 CHF | 99,54% | 99,54% |
18/11/2024 | 0,10% | 39,46 CHF | 39,48 CHF | 33 000 | 33 000 | 17 572 | 17 572 | 691 282 CHF | 691 865 CHF | 98,20% | 98,20% |
15/11/2024 | 0,11% | 36,03 CHF | 36,05 CHF | 36 000 | 36 000 | 19 135 | 19 135 | 674 784 CHF | 675 418 CHF | 99,46% | 99,46% |
14/11/2024 | 0,10% | 36,00 CHF | 36,02 CHF | 36 000 | 36 000 | 18 345 | 18 345 | 678 594 CHF | 679 192 CHF | 98,82% | 98,82% |
13/11/2024 | 0,10% | 37,21 CHF | 37,23 CHF | 35 000 | 35 000 | 17 988 | 17 988 | 682 324 CHF | 682 915 CHF | 99,34% | 99,34% |
12/11/2024 | 0,10% | 38,61 CHF | 38,63 CHF | 34 000 | 34 000 | 17 007 | 17 007 | 665 879 CHF | 666 414 CHF | 96,05% | 96,05% |
11/11/2024 | 0,10% | 40,42 CHF | 40,44 CHF | 32 000 | 32 000 | 17 719 | 17 719 | 690 926 CHF | 691 511 CHF | 99,06% | 99,06% |
08/11/2024 | 0,09% | 35,06 CHF | 35,08 CHF | 36 000 | 36 000 | 19 692 | 19 692 | 657 417 CHF | 657 948 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 32,67 CHF | 32,69 CHF | 39 000 | 39 000 | 20 809 | 20 809 | 659 554 CHF | 660 118 CHF | 99,77% | 99,77% |