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% | 36,84 CHF | 37,11 CHF | 5 428 | 4 953 | 5 144 | 5 309 | 190 587 CHF | 198 217 CHF | 99,92% | 99,92% |
19/11/2024 | 0,73% | 36,79 CHF | 37,06 CHF | 5 336 | 5 346 | 5 421 | 5 035 | 199 272 CHF | 186 436 CHF | 99,88% | 99,88% |
18/11/2024 | 0,75% | 37,04 CHF | 37,32 CHF | 5 246 | 5 209 | 5 335 | 5 327 | 197 364 CHF | 198 572 CHF | 99,94% | 99,94% |
15/11/2024 | 0,75% | 36,99 CHF | 37,27 CHF | 5 004 | 5 192 | 5 136 | 5 290 | 191 328 CHF | 198 543 CHF | 99,95% | 99,95% |
14/11/2024 | 0,74% | 37,62 CHF | 37,90 CHF | 5 316 | 5 206 | 5 301 | 5 226 | 199 473 CHF | 198 122 CHF | 99,88% | 99,88% |
13/11/2024 | 0,75% | 37,23 CHF | 37,51 CHF | 5 372 | 5 292 | 5 368 | 4 982 | 199 982 CHF | 186 993 CHF | 99,83% | 99,83% |
12/11/2024 | 0,75% | 37,23 CHF | 37,51 CHF | 5 210 | 5 110 | 5 286 | 5 131 | 196 770 CHF | 192 450 CHF | 99,92% | 99,92% |
11/11/2024 | 0,75% | 37,26 CHF | 37,54 CHF | 5 366 | 5 180 | 5 351 | 5 164 | 198 652 CHF | 193 150 CHF | 99,93% | 99,93% |
08/11/2024 | 0,73% | 36,86 CHF | 37,13 CHF | 5 382 | 5 296 | 5 437 | 5 343 | 199 649 CHF | 197 635 CHF | 99,90% | 99,90% |
07/11/2024 | 0,75% | 36,74 CHF | 37,01 CHF | 5 443 | 5 403 | 5 407 | 5 161 | 199 968 CHF | 192 286 CHF | 99,86% | 99,86% |