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% | 3,55 CHF | 3,56 CHF | 27 710 | 27 710 | 27 251 | 27 251 | 98 256 CHF | 98 528 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 27 850 | 27 850 | 27 688 | 27 688 | 97 213 CHF | 97 490 CHF | 98,93% | 98,93% |
18/11/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 27 700 | 27 700 | 27 547 | 27 547 | 98 050 CHF | 98 326 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,53 CHF | 3,54 CHF | 27 930 | 27 930 | 27 968 | 27 968 | 98 966 CHF | 99 245 CHF | 71,86% | 71,86% |
14/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 27 690 | 27 690 | 27 547 | 27 547 | 98 173 CHF | 98 449 CHF | 100,00% | 100,00% |
13/11/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 97 932 CHF | 98 209 CHF | 98,64% | 98,64% |
12/11/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 27 740 | 27 740 | 27 227 | 27 227 | 98 751 CHF | 99 024 CHF | 99,71% | 99,71% |
11/11/2024 | 0,28% | 3,69 CHF | 3,70 CHF | 27 200 | 27 200 | 27 142 | 27 142 | 99 221 CHF | 99 493 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,59 CHF | 3,60 CHF | 27 750 | 27 750 | 27 485 | 27 485 | 98 801 CHF | 99 076 CHF | 100,00% | 100,00% |
07/11/2024 | 0,27% | 3,72 CHF | 3,73 CHF | 27 230 | 27 230 | 26 939 | 26 939 | 100 511 CHF | 100 781 CHF | 100,00% | 100,00% |