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 | 0,26% | 3,84 CHF | 3,85 CHF | 27 700 | 27 700 | 27 251 | 27 251 | 105 943 CHF | 106 216 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 27 860 | 27 860 | 27 687 | 27 687 | 105 030 CHF | 105 307 CHF | 98,91% | 98,91% |
18/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 27 700 | 27 700 | 27 547 | 27 547 | 105 825 CHF | 106 101 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 27 940 | 27 940 | 27 966 | 27 966 | 106 862 CHF | 107 141 CHF | 72,10% | 72,10% |
14/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 27 710 | 27 710 | 27 551 | 27 551 | 105 954 CHF | 106 230 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 27 890 | 27 890 | 27 679 | 27 679 | 105 737 CHF | 106 014 CHF | 98,63% | 98,63% |
12/11/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 27 730 | 27 730 | 27 223 | 27 223 | 106 423 CHF | 106 696 CHF | 99,71% | 99,71% |
11/11/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 27 210 | 27 210 | 27 144 | 27 144 | 106 891 CHF | 107 163 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 27 770 | 27 770 | 27 485 | 27 485 | 106 554 CHF | 106 829 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 27 260 | 27 260 | 26 942 | 26 942 | 108 112 CHF | 108 382 CHF | 100,00% | 100,00% |