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 | 0,30% | 3,31 CHF | 3,32 CHF | 27 710 | 27 710 | 27 250 | 27 250 | 91 658 CHF | 91 931 CHF | 100,00% | 100,00% |
19/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 27 860 | 27 860 | 27 688 | 27 688 | 90 530 CHF | 90 807 CHF | 98,92% | 98,92% |
18/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 27 700 | 27 700 | 27 547 | 27 547 | 91 367 CHF | 91 643 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 27 930 | 27 930 | 27 963 | 27 963 | 92 217 CHF | 92 496 CHF | 72,18% | 72,18% |
14/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 27 680 | 27 680 | 27 548 | 27 548 | 91 512 CHF | 91 788 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 91 257 CHF | 91 534 CHF | 98,63% | 98,63% |
12/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 27 730 | 27 730 | 27 227 | 27 227 | 92 196 CHF | 92 469 CHF | 99,71% | 99,71% |
11/11/2024 | 0,30% | 3,45 CHF | 3,46 CHF | 27 200 | 27 200 | 27 138 | 27 138 | 92 644 CHF | 92 915 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,34 CHF | 3,35 CHF | 27 770 | 27 770 | 27 485 | 27 485 | 92 171 CHF | 92 446 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 27 230 | 27 230 | 26 941 | 26 941 | 94 026 CHF | 94 296 CHF | 100,00% | 100,00% |