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% | 3,79 CHF | 3,80 CHF | 27 710 | 27 710 | 27 251 | 27 251 | 104 822 CHF | 105 095 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 27 860 | 27 860 | 27 687 | 27 687 | 103 907 CHF | 104 185 CHF | 98,91% | 98,91% |
18/11/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 27 700 | 27 700 | 27 547 | 27 547 | 104 698 CHF | 104 974 CHF | 100,00% | 100,00% |
15/11/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 27 930 | 27 930 | 27 968 | 27 968 | 105 718 CHF | 105 997 CHF | 71,87% | 71,87% |
14/11/2024 | 0,27% | 3,84 CHF | 3,85 CHF | 27 700 | 27 700 | 27 548 | 27 548 | 104 812 CHF | 105 088 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,77 CHF | 3,78 CHF | 27 900 | 27 900 | 27 680 | 27 680 | 104 605 CHF | 104 883 CHF | 98,62% | 98,62% |
12/11/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 27 740 | 27 740 | 27 225 | 27 225 | 105 338 CHF | 105 611 CHF | 99,71% | 99,71% |
11/11/2024 | 0,26% | 3,93 CHF | 3,94 CHF | 27 210 | 27 210 | 27 141 | 27 141 | 105 755 CHF | 106 026 CHF | 100,00% | 100,00% |
08/11/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 27 770 | 27 770 | 27 485 | 27 485 | 105 425 CHF | 105 700 CHF | 100,00% | 100,00% |
07/11/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 27 250 | 27 250 | 26 940 | 26 940 | 107 008 CHF | 107 277 CHF | 100,00% | 100,00% |