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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 41 000 | 41 000 | 41 611 | 41 611 | 154 414 CHF | 154 830 CHF | 99,64% | 99,64% |
20/11/2024 | 0,27% | 3,64 CHF | 3,65 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 154 406 CHF | 154 826 CHF | 99,43% | 99,43% |
19/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 151 172 CHF | 151 592 CHF | 100,00% | 100,00% |
18/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 151 886 CHF | 152 306 CHF | 99,88% | 99,88% |
15/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 150 643 CHF | 151 071 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 151 072 CHF | 151 500 CHF | 98,60% | 98,60% |
13/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 152 445 CHF | 152 865 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 3,53 CHF | 3,54 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 151 011 CHF | 151 432 CHF | 99,89% | 99,89% |
11/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 154 705 CHF | 155 124 CHF | 100,00% | 100,00% |
08/11/2024 | 0,27% | 3,68 CHF | 3,69 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 154 264 CHF | 154 684 CHF | 98,30% | 98,30% |