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% | 37,13 CHF | 37,15 CHF | 34 000 | 34 000 | 17 773 | 17 773 | 671 778 CHF | 672 364 CHF | 99,90% | 99,90% |
19/11/2024 | 0,11% | 37,90 CHF | 37,92 CHF | 33 000 | 33 000 | 17 786 | 17 786 | 659 454 CHF | 660 040 CHF | 99,54% | 99,54% |
18/11/2024 | 0,10% | 38,11 CHF | 38,13 CHF | 33 000 | 33 000 | 17 571 | 17 571 | 667 446 CHF | 668 028 CHF | 98,20% | 98,20% |
15/11/2024 | 0,12% | 34,67 CHF | 34,69 CHF | 36 000 | 36 000 | 19 135 | 19 135 | 648 847 CHF | 649 481 CHF | 99,46% | 99,46% |
14/11/2024 | 0,11% | 34,65 CHF | 34,67 CHF | 36 000 | 36 000 | 18 339 | 18 339 | 653 513 CHF | 654 112 CHF | 98,82% | 98,82% |
13/11/2024 | 0,11% | 35,86 CHF | 35,88 CHF | 35 000 | 35 000 | 17 988 | 17 988 | 658 086 CHF | 658 678 CHF | 99,34% | 99,34% |
12/11/2024 | 0,10% | 37,26 CHF | 37,28 CHF | 34 000 | 34 000 | 17 004 | 17 004 | 642 898 CHF | 643 433 CHF | 96,08% | 96,08% |
11/11/2024 | 0,10% | 39,07 CHF | 39,09 CHF | 32 000 | 32 000 | 17 716 | 17 716 | 667 023 CHF | 667 608 CHF | 99,06% | 99,06% |
08/11/2024 | 0,10% | 33,73 CHF | 33,75 CHF | 36 000 | 36 000 | 19 692 | 19 692 | 631 218 CHF | 631 750 CHF | 100,00% | 100,00% |
07/11/2024 | 0,10% | 31,35 CHF | 31,37 CHF | 39 000 | 39 000 | 20 809 | 20 809 | 631 814 CHF | 632 378 CHF | 99,77% | 99,77% |