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% | 3,69 CHF | 3,70 CHF | 27 690 | 27 690 | 27 249 | 27 249 | 101 872 CHF | 102 144 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 3,67 CHF | 3,68 CHF | 27 860 | 27 860 | 27 687 | 27 687 | 100 879 CHF | 101 156 CHF | 98,92% | 98,92% |
18/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 27 700 | 27 700 | 27 548 | 27 548 | 101 698 CHF | 101 974 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 27 940 | 27 940 | 27 968 | 27 968 | 102 700 CHF | 102 980 CHF | 71,76% | 71,76% |
14/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 27 710 | 27 710 | 27 551 | 27 551 | 101 821 CHF | 102 097 CHF | 100,00% | 100,00% |
13/11/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 27 900 | 27 900 | 27 678 | 27 678 | 101 605 CHF | 101 882 CHF | 98,62% | 98,62% |
12/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 27 710 | 27 710 | 27 226 | 27 226 | 102 368 CHF | 102 641 CHF | 99,71% | 99,71% |
11/11/2024 | 0,27% | 3,82 CHF | 3,83 CHF | 27 220 | 27 220 | 27 144 | 27 144 | 102 845 CHF | 103 116 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 27 770 | 27 770 | 27 487 | 27 487 | 102 448 CHF | 102 723 CHF | 100,00% | 100,00% |
07/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 27 260 | 27 260 | 26 941 | 26 941 | 104 093 CHF | 104 363 CHF | 100,00% | 100,00% |