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 | 0,25% | 3,93 CHF | 3,94 CHF | 27 710 | 27 710 | 27 250 | 27 250 | 108 583 CHF | 108 855 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 27 860 | 27 860 | 27 688 | 27 688 | 107 696 CHF | 107 973 CHF | 98,91% | 98,91% |
18/11/2024 | 0,26% | 3,96 CHF | 3,97 CHF | 27 700 | 27 700 | 27 546 | 27 546 | 108 445 CHF | 108 721 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 3,91 CHF | 3,92 CHF | 27 930 | 27 930 | 27 964 | 27 964 | 109 553 CHF | 109 832 CHF | 71,80% | 71,80% |
14/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 27 680 | 27 680 | 27 548 | 27 548 | 108 591 CHF | 108 867 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,91 CHF | 3,92 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 108 394 CHF | 108 671 CHF | 98,61% | 98,61% |
12/11/2024 | 0,25% | 3,95 CHF | 3,96 CHF | 27 730 | 27 730 | 27 227 | 27 227 | 109 078 CHF | 109 351 CHF | 99,71% | 99,71% |
11/11/2024 | 0,25% | 4,07 CHF | 4,08 CHF | 27 200 | 27 200 | 27 138 | 27 138 | 109 460 CHF | 109 731 CHF | 100,00% | 100,00% |
08/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 27 770 | 27 770 | 27 485 | 27 485 | 109 186 CHF | 109 461 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,09 CHF | 4,10 CHF | 27 240 | 27 240 | 26 944 | 26 944 | 110 717 CHF | 110 987 CHF | 100,00% | 100,00% |