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 | 0,28% | 3,59 CHF | 3,60 CHF | 27 710 | 27 710 | 27 251 | 27 251 | 99 318 CHF | 99 590 CHF | 100,00% | 100,00% |
19/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 27 850 | 27 850 | 27 689 | 27 689 | 98 326 CHF | 98 604 CHF | 98,92% | 98,92% |
18/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 27 700 | 27 700 | 27 546 | 27 546 | 99 116 CHF | 99 392 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 27 930 | 27 930 | 27 968 | 27 968 | 100 087 CHF | 100 367 CHF | 72,14% | 72,14% |
14/11/2024 | 0,28% | 3,64 CHF | 3,65 CHF | 27 680 | 27 680 | 27 549 | 27 549 | 99 248 CHF | 99 524 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 27 890 | 27 890 | 27 681 | 27 681 | 99 031 CHF | 99 309 CHF | 98,62% | 98,62% |
12/11/2024 | 0,28% | 3,61 CHF | 3,62 CHF | 27 740 | 27 740 | 27 227 | 27 227 | 99 841 CHF | 100 113 CHF | 99,71% | 99,71% |
11/11/2024 | 0,27% | 3,73 CHF | 3,74 CHF | 27 190 | 27 190 | 27 140 | 27 140 | 100 271 CHF | 100 543 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,62 CHF | 3,63 CHF | 27 760 | 27 760 | 27 485 | 27 485 | 99 892 CHF | 100 167 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 27 230 | 27 230 | 26 941 | 26 941 | 101 571 CHF | 101 840 CHF | 100,00% | 100,00% |