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 | 0,32% | 3,11 CHF | 3,12 CHF | 27 690 | 27 690 | 27 250 | 27 250 | 86 123 CHF | 86 396 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 27 860 | 27 860 | 27 682 | 27 682 | 84 888 CHF | 85 165 CHF | 98,93% | 98,93% |
18/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 27 700 | 27 700 | 27 543 | 27 543 | 85 762 CHF | 86 038 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 27 930 | 27 930 | 27 968 | 27 968 | 86 553 CHF | 86 833 CHF | 71,87% | 71,87% |
14/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 27 710 | 27 710 | 27 552 | 27 552 | 85 919 CHF | 86 195 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 27 900 | 27 900 | 27 681 | 27 681 | 85 642 CHF | 85 919 CHF | 98,61% | 98,61% |
12/11/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 27 710 | 27 710 | 27 225 | 27 225 | 86 651 CHF | 86 923 CHF | 99,71% | 99,71% |
11/11/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 27 230 | 27 230 | 27 136 | 27 136 | 87 140 CHF | 87 411 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 27 770 | 27 770 | 27 484 | 27 484 | 86 618 CHF | 86 893 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 27 230 | 27 230 | 26 943 | 26 943 | 88 565 CHF | 88 835 CHF | 100,00% | 100,00% |