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 | 0,75% | 35,55 CHF | 35,82 CHF | 5 570 | 5 583 | 5 555 | 5 566 | 198 101 CHF | 199 983 CHF | 99,90% | 99,90% |
19/11/2024 | 0,76% | 35,56 CHF | 35,83 CHF | 5 624 | 5 581 | 5 625 | 5 582 | 199 982 CHF | 199 983 CHF | 99,85% | 99,85% |
18/11/2024 | 0,75% | 35,79 CHF | 36,06 CHF | 5 588 | 5 318 | 5 597 | 5 474 | 199 982 CHF | 197 033 CHF | 99,96% | 99,96% |
15/11/2024 | 0,75% | 35,73 CHF | 36,00 CHF | 5 547 | 5 505 | 5 577 | 5 563 | 198 871 CHF | 199 884 CHF | 99,56% | 99,56% |
14/11/2024 | 0,76% | 35,78 CHF | 36,05 CHF | 5 589 | 5 270 | 5 615 | 5 457 | 199 981 CHF | 195 812 CHF | 99,90% | 99,90% |
13/11/2024 | 0,76% | 35,36 CHF | 35,63 CHF | 5 656 | 5 613 | 5 667 | 5 575 | 199 981 CHF | 198 251 CHF | 99,93% | 99,93% |
12/11/2024 | 0,76% | 35,27 CHF | 35,54 CHF | 5 337 | 5 627 | 5 348 | 5 589 | 189 801 CHF | 199 856 CHF | 99,88% | 99,88% |
11/11/2024 | 0,75% | 35,79 CHF | 36,06 CHF | 5 588 | 5 486 | 5 411 | 5 527 | 193 480 CHF | 199 132 CHF | 99,95% | 99,95% |
08/11/2024 | 0,76% | 35,47 CHF | 35,74 CHF | 5 635 | 5 595 | 5 640 | 5 598 | 199 970 CHF | 199 981 CHF | 99,95% | 99,95% |
07/11/2024 | 0,76% | 35,40 CHF | 35,67 CHF | 5 649 | 5 606 | 5 629 | 5 589 | 199 885 CHF | 199 982 CHF | 99,92% | 99,92% |