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 | 0,33% | 2,99 CHF | 3,00 CHF | 27 690 | 27 690 | 27 250 | 27 250 | 82 853 CHF | 83 126 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 27 860 | 27 860 | 27 682 | 27 682 | 81 567 CHF | 81 844 CHF | 98,93% | 98,93% |
18/11/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 27 700 | 27 700 | 27 544 | 27 544 | 82 458 CHF | 82 734 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 27 930 | 27 930 | 27 967 | 27 967 | 83 199 CHF | 83 479 CHF | 72,13% | 72,13% |
14/11/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 27 710 | 27 710 | 27 553 | 27 553 | 82 614 CHF | 82 890 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 82 320 CHF | 82 597 CHF | 98,63% | 98,63% |
12/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 27 710 | 27 710 | 27 225 | 27 225 | 83 383 CHF | 83 656 CHF | 99,70% | 99,70% |
11/11/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 27 230 | 27 230 | 27 136 | 27 136 | 83 883 CHF | 84 155 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 83 320 CHF | 83 595 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 27 230 | 27 230 | 26 943 | 26 943 | 85 332 CHF | 85 602 CHF | 100,00% | 100,00% |