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 | 0,27% | 3,71 CHF | 3,72 CHF | 27 710 | 27 710 | 27 250 | 27 250 | 102 641 CHF | 102 914 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 27 860 | 27 860 | 27 689 | 27 689 | 101 667 CHF | 101 944 CHF | 98,92% | 98,92% |
18/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 27 700 | 27 700 | 27 547 | 27 547 | 102 459 CHF | 102 735 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,69 CHF | 3,70 CHF | 27 930 | 27 930 | 27 968 | 27 968 | 103 484 CHF | 103 764 CHF | 71,86% | 71,86% |
14/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 27 690 | 27 690 | 27 547 | 27 547 | 102 579 CHF | 102 855 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 27 890 | 27 890 | 27 680 | 27 680 | 102 392 CHF | 102 669 CHF | 98,62% | 98,62% |
12/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 27 740 | 27 740 | 27 226 | 27 226 | 103 130 CHF | 103 402 CHF | 99,71% | 99,71% |
11/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 27 200 | 27 200 | 27 142 | 27 142 | 103 563 CHF | 103 834 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 27 760 | 27 760 | 27 486 | 27 486 | 103 211 CHF | 103 486 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,88 CHF | 3,89 CHF | 27 230 | 27 230 | 26 940 | 26 940 | 104 825 CHF | 105 095 CHF | 100,00% | 100,00% |