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% | 37,15 CHF | 37,17 CHF | 34 000 | 34 000 | 17 773 | 17 773 | 672 054 CHF | 672 641 CHF | 99,90% | 99,90% |
19/11/2024 | 0,11% | 37,92 CHF | 37,94 CHF | 33 000 | 33 000 | 17 786 | 17 786 | 659 752 CHF | 660 338 CHF | 99,54% | 99,54% |
18/11/2024 | 0,10% | 38,12 CHF | 38,14 CHF | 33 000 | 33 000 | 17 571 | 17 571 | 667 733 CHF | 668 316 CHF | 98,20% | 98,20% |
15/11/2024 | 0,12% | 34,69 CHF | 34,71 CHF | 36 000 | 36 000 | 19 135 | 19 135 | 649 121 CHF | 649 755 CHF | 99,46% | 99,46% |
14/11/2024 | 0,11% | 34,67 CHF | 34,69 CHF | 36 000 | 36 000 | 18 340 | 18 340 | 653 802 CHF | 654 401 CHF | 98,81% | 98,81% |
13/11/2024 | 0,11% | 35,88 CHF | 35,90 CHF | 35 000 | 35 000 | 17 988 | 17 988 | 658 363 CHF | 658 954 CHF | 99,34% | 99,34% |
12/11/2024 | 0,10% | 37,28 CHF | 37,30 CHF | 34 000 | 34 000 | 16 979 | 16 979 | 642 238 CHF | 642 772 CHF | 96,29% | 96,29% |
11/11/2024 | 0,10% | 39,09 CHF | 39,11 CHF | 32 000 | 32 000 | 17 728 | 17 728 | 667 772 CHF | 668 357 CHF | 99,14% | 99,14% |
08/11/2024 | 0,10% | 33,74 CHF | 33,76 CHF | 36 000 | 36 000 | 19 690 | 19 690 | 631 409 CHF | 631 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 31,36 CHF | 31,38 CHF | 39 000 | 39 000 | 20 809 | 20 809 | 632 078 CHF | 632 642 CHF | 99,77% | 99,77% |