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% | 40,05 CHF | 40,10 CHF | 3 270 | 3 270 | 2 187 | 2 187 | 87 940 CHF | 88 209 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 39,65 CHF | 39,70 CHF | 3 310 | 3 310 | 2 227 | 2 227 | 87 667 CHF | 87 940 CHF | 98,95% | 98,95% |
18/11/2024 | 0,34% | 40,05 CHF | 40,10 CHF | 3 290 | 3 290 | 2 214 | 2 214 | 87 899 CHF | 88 171 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 40,50 CHF | 40,55 CHF | 3 260 | 3 260 | 2 139 | 2 139 | 87 969 CHF | 88 238 CHF | 71,59% | 71,59% |
14/11/2024 | 0,32% | 41,95 CHF | 42,00 CHF | 3 170 | 3 170 | 2 117 | 2 117 | 88 877 CHF | 89 137 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 41,80 CHF | 41,85 CHF | 3 170 | 3 170 | 2 122 | 2 122 | 89 066 CHF | 89 327 CHF | 99,70% | 99,70% |
12/11/2024 | 0,32% | 42,20 CHF | 42,25 CHF | 3 150 | 3 150 | 2 113 | 2 113 | 89 066 CHF | 89 326 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 41,75 CHF | 41,80 CHF | 3 190 | 3 190 | 2 116 | 2 116 | 89 238 CHF | 89 497 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 42,00 CHF | 42,05 CHF | 3 180 | 3 180 | 2 124 | 2 124 | 89 567 CHF | 89 828 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 42,20 CHF | 42,25 CHF | 3 180 | 3 180 | 2 177 | 2 177 | 89 452 CHF | 89 720 CHF | 100,00% | 100,00% |