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 | 0,31% | 3,23 CHF | 3,24 CHF | 27 700 | 27 700 | 27 250 | 27 250 | 89 421 CHF | 89 694 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 27 860 | 27 860 | 27 681 | 27 681 | 88 210 CHF | 88 487 CHF | 98,92% | 98,92% |
18/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 27 700 | 27 700 | 27 544 | 27 544 | 89 069 CHF | 89 344 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 27 930 | 27 930 | 27 967 | 27 967 | 89 912 CHF | 90 192 CHF | 72,20% | 72,20% |
14/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 27 720 | 27 720 | 27 552 | 27 552 | 89 261 CHF | 89 537 CHF | 100,00% | 100,00% |
13/11/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 88 963 CHF | 89 240 CHF | 98,62% | 98,62% |
12/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 27 710 | 27 710 | 27 225 | 27 225 | 89 946 CHF | 90 219 CHF | 99,71% | 99,71% |
11/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 27 230 | 27 230 | 27 136 | 27 136 | 90 396 CHF | 90 668 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 89 916 CHF | 90 191 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,39 CHF | 3,40 CHF | 27 230 | 27 230 | 26 943 | 26 943 | 91 798 CHF | 92 068 CHF | 100,00% | 100,00% |