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 | 0,34% | 39,55 CHF | 39,60 CHF | 3 270 | 3 270 | 2 187 | 2 187 | 86 822 CHF | 87 090 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 39,15 CHF | 39,20 CHF | 3 310 | 3 310 | 2 227 | 2 227 | 86 529 CHF | 86 802 CHF | 99,09% | 99,09% |
18/11/2024 | 0,35% | 39,55 CHF | 39,60 CHF | 3 290 | 3 290 | 2 214 | 2 214 | 86 778 CHF | 87 050 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 40,00 CHF | 40,05 CHF | 3 260 | 3 260 | 2 138 | 2 138 | 86 822 CHF | 87 091 CHF | 71,97% | 71,97% |
14/11/2024 | 0,33% | 41,45 CHF | 41,50 CHF | 3 170 | 3 170 | 2 118 | 2 118 | 87 812 CHF | 88 071 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 41,30 CHF | 41,35 CHF | 3 170 | 3 170 | 2 122 | 2 122 | 87 994 CHF | 88 255 CHF | 99,70% | 99,70% |
12/11/2024 | 0,33% | 41,70 CHF | 41,75 CHF | 3 160 | 3 160 | 2 113 | 2 113 | 88 005 CHF | 88 265 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 41,25 CHF | 41,30 CHF | 3 190 | 3 190 | 2 116 | 2 116 | 88 184 CHF | 88 443 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 41,50 CHF | 41,55 CHF | 3 180 | 3 180 | 2 124 | 2 124 | 88 508 CHF | 88 768 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 41,70 CHF | 41,75 CHF | 3 180 | 3 180 | 2 177 | 2 177 | 88 363 CHF | 88 632 CHF | 100,00% | 100,00% |