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 | 0,11% | 36,01 CHF | 36,03 CHF | 34 000 | 34 000 | 17 774 | 17 774 | 651 980 CHF | 652 566 CHF | 99,90% | 99,90% |
19/11/2024 | 0,11% | 36,79 CHF | 36,81 CHF | 33 000 | 33 000 | 17 787 | 17 787 | 639 709 CHF | 640 295 CHF | 99,54% | 99,54% |
18/11/2024 | 0,11% | 36,99 CHF | 37,01 CHF | 33 000 | 33 000 | 17 571 | 17 571 | 647 839 CHF | 648 422 CHF | 98,20% | 98,20% |
15/11/2024 | 0,12% | 33,55 CHF | 33,57 CHF | 36 000 | 36 000 | 19 135 | 19 135 | 627 459 CHF | 628 092 CHF | 99,46% | 99,46% |
14/11/2024 | 0,11% | 33,53 CHF | 33,55 CHF | 36 000 | 36 000 | 18 344 | 18 344 | 633 172 CHF | 633 770 CHF | 98,82% | 98,82% |
13/11/2024 | 0,11% | 34,75 CHF | 34,77 CHF | 35 000 | 35 000 | 17 988 | 17 988 | 638 107 CHF | 638 699 CHF | 99,35% | 99,35% |
12/11/2024 | 0,10% | 36,15 CHF | 36,17 CHF | 34 000 | 34 000 | 17 003 | 17 003 | 624 018 CHF | 624 553 CHF | 96,08% | 96,08% |
11/11/2024 | 0,11% | 37,97 CHF | 37,99 CHF | 32 000 | 32 000 | 17 720 | 17 720 | 647 586 CHF | 648 171 CHF | 99,07% | 99,07% |
08/11/2024 | 0,10% | 32,63 CHF | 32,65 CHF | 36 000 | 36 000 | 19 692 | 19 692 | 609 610 CHF | 610 141 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 30,25 CHF | 30,27 CHF | 39 000 | 39 000 | 20 809 | 20 809 | 608 973 CHF | 609 537 CHF | 99,77% | 99,77% |