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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 10 290 | 10 290 | 10 278 | 10 278 | 33 863 CHF | 33 966 CHF | 100,00% | 100,00% |
20/11/2024 | 0,31% | 3,33 CHF | 3,34 CHF | 10 410 | 10 410 | 10 216 | 10 216 | 33 552 CHF | 33 655 CHF | 100,00% | 100,00% |
19/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 10 440 | 10 440 | 10 315 | 10 315 | 34 405 CHF | 34 509 CHF | 98,74% | 98,74% |
18/11/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 10 180 | 10 180 | 10 138 | 10 138 | 32 957 CHF | 33 059 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 10 230 | 10 230 | 10 202 | 10 202 | 33 057 CHF | 33 159 CHF | 72,00% | 72,00% |
14/11/2024 | 0,31% | 3,27 CHF | 3,28 CHF | 10 250 | 10 250 | 10 227 | 10 227 | 33 755 CHF | 33 857 CHF | 100,00% | 100,00% |
13/11/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 10 440 | 10 440 | 10 361 | 10 361 | 34 971 CHF | 35 074 CHF | 99,46% | 99,46% |
12/11/2024 | 0,31% | 3,42 CHF | 3,43 CHF | 10 570 | 10 570 | 10 210 | 10 210 | 33 622 CHF | 33 724 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,14 CHF | 3,15 CHF | 10 010 | 10 010 | 9 861 | 9 861 | 30 606 CHF | 30 705 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 10 020 | 10 020 | 9 890 | 9 890 | 30 929 CHF | 31 028 CHF | 100,00% | 100,00% |