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% | 34,89 CHF | 34,91 CHF | 34 000 | 34 000 | 17 773 | 17 773 | 631 994 CHF | 632 580 CHF | 99,90% | 99,90% |
19/11/2024 | 0,11% | 35,67 CHF | 35,69 CHF | 33 000 | 33 000 | 17 787 | 17 787 | 619 795 CHF | 620 381 CHF | 99,54% | 99,54% |
18/11/2024 | 0,11% | 35,87 CHF | 35,89 CHF | 33 000 | 33 000 | 17 571 | 17 571 | 628 082 CHF | 628 665 CHF | 98,20% | 98,20% |
15/11/2024 | 0,12% | 32,43 CHF | 32,45 CHF | 36 000 | 36 000 | 19 135 | 19 135 | 605 917 CHF | 606 551 CHF | 99,46% | 99,46% |
14/11/2024 | 0,11% | 32,41 CHF | 32,43 CHF | 36 000 | 36 000 | 18 340 | 18 340 | 612 392 CHF | 612 990 CHF | 98,82% | 98,82% |
13/11/2024 | 0,11% | 33,62 CHF | 33,64 CHF | 35 000 | 35 000 | 17 988 | 17 988 | 617 978 CHF | 618 569 CHF | 99,34% | 99,34% |
12/11/2024 | 0,11% | 35,03 CHF | 35,05 CHF | 34 000 | 34 000 | 17 003 | 17 003 | 605 013 CHF | 605 548 CHF | 96,08% | 96,08% |
11/11/2024 | 0,11% | 36,85 CHF | 36,87 CHF | 32 000 | 32 000 | 17 719 | 17 719 | 627 791 CHF | 628 376 CHF | 99,06% | 99,06% |
08/11/2024 | 0,11% | 31,52 CHF | 31,54 CHF | 36 000 | 36 000 | 19 693 | 19 693 | 587 873 CHF | 588 404 CHF | 100,00% | 100,00% |
07/11/2024 | 0,11% | 29,15 CHF | 29,17 CHF | 39 000 | 39 000 | 20 806 | 20 806 | 585 858 CHF | 586 422 CHF | 99,77% | 99,77% |