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 | 0,27% | 3,79 CHF | 3,80 CHF | 31 200 | 31 200 | 30 898 | 30 898 | 116 422 CHF | 116 731 CHF | 100,00% | 100,00% |
19/11/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 31 250 | 31 250 | 30 817 | 30 817 | 115 779 CHF | 116 087 CHF | 98,95% | 98,95% |
18/11/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 30 560 | 30 560 | 30 335 | 30 335 | 109 545 CHF | 109 849 CHF | 100,00% | 100,00% |
15/11/2024 | 0,28% | 3,68 CHF | 3,69 CHF | 30 880 | 30 880 | 30 697 | 30 697 | 111 039 CHF | 111 346 CHF | 72,18% | 72,18% |
14/11/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 30 450 | 30 450 | 30 294 | 30 294 | 108 989 CHF | 109 292 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,68 CHF | 3,69 CHF | 30 820 | 30 820 | 30 571 | 30 571 | 112 142 CHF | 112 448 CHF | 98,52% | 98,52% |
12/11/2024 | 0,28% | 3,66 CHF | 3,67 CHF | 30 780 | 30 780 | 30 369 | 30 369 | 110 072 CHF | 110 376 CHF | 99,67% | 99,67% |
11/11/2024 | 0,29% | 3,53 CHF | 3,54 CHF | 30 350 | 30 350 | 29 943 | 29 943 | 104 871 CHF | 105 170 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 3,54 CHF | 3,55 CHF | 30 370 | 30 370 | 30 042 | 30 042 | 105 609 CHF | 105 910 CHF | 100,00% | 100,00% |
07/11/2024 | 0,29% | 3,48 CHF | 3,49 CHF | 30 280 | 30 280 | 29 931 | 29 931 | 103 488 CHF | 103 788 CHF | 100,00% | 100,00% |