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 | 0,59% | 3,35 CHF | 3,37 CHF | 27 700 | 27 700 | 27 251 | 27 251 | 92 589 CHF | 93 135 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 3,33 CHF | 3,35 CHF | 27 860 | 27 860 | 27 687 | 27 687 | 91 448 CHF | 92 003 CHF | 98,92% | 98,92% |
18/11/2024 | 0,60% | 3,37 CHF | 3,39 CHF | 27 700 | 27 700 | 27 546 | 27 546 | 92 325 CHF | 92 876 CHF | 100,00% | 100,00% |
15/11/2024 | 0,60% | 3,33 CHF | 3,35 CHF | 27 940 | 27 940 | 27 966 | 27 966 | 93 158 CHF | 93 718 CHF | 72,11% | 72,11% |
14/11/2024 | 0,60% | 3,39 CHF | 3,41 CHF | 27 710 | 27 710 | 27 550 | 27 550 | 92 453 CHF | 93 005 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 3,33 CHF | 3,35 CHF | 27 890 | 27 890 | 27 679 | 27 679 | 92 174 CHF | 92 728 CHF | 98,63% | 98,63% |
12/11/2024 | 0,59% | 3,37 CHF | 3,39 CHF | 27 730 | 27 730 | 27 225 | 27 225 | 93 106 CHF | 93 651 CHF | 99,71% | 99,71% |
11/11/2024 | 0,58% | 3,48 CHF | 3,50 CHF | 27 210 | 27 210 | 27 143 | 27 143 | 93 586 CHF | 94 130 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 3,38 CHF | 3,40 CHF | 27 770 | 27 770 | 27 485 | 27 485 | 93 093 CHF | 93 643 CHF | 100,00% | 100,00% |
07/11/2024 | 0,57% | 3,51 CHF | 3,53 CHF | 27 260 | 27 260 | 26 940 | 26 940 | 94 907 CHF | 95 446 CHF | 100,00% | 100,00% |