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 | 0,27% | 3,74 CHF | 3,75 CHF | 10 280 | 10 280 | 10 279 | 10 279 | 38 848 CHF | 38 951 CHF | 100,00% | 100,00% |
20/11/2024 | 0,27% | 3,81 CHF | 3,82 CHF | 10 390 | 10 390 | 10 215 | 10 215 | 38 537 CHF | 38 640 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 10 440 | 10 440 | 10 316 | 10 316 | 39 436 CHF | 39 539 CHF | 98,75% | 98,75% |
18/11/2024 | 0,27% | 3,71 CHF | 3,72 CHF | 10 180 | 10 180 | 10 139 | 10 139 | 37 920 CHF | 38 022 CHF | 100,00% | 100,00% |
15/11/2024 | 0,27% | 3,74 CHF | 3,75 CHF | 10 230 | 10 230 | 10 204 | 10 204 | 38 065 CHF | 38 167 CHF | 72,00% | 72,00% |
14/11/2024 | 0,27% | 3,76 CHF | 3,77 CHF | 10 250 | 10 250 | 10 228 | 10 228 | 38 764 CHF | 38 867 CHF | 100,00% | 100,00% |
13/11/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 10 450 | 10 450 | 10 360 | 10 360 | 40 049 CHF | 40 152 CHF | 99,46% | 99,46% |
12/11/2024 | 0,27% | 3,91 CHF | 3,92 CHF | 10 570 | 10 570 | 10 211 | 10 211 | 38 623 CHF | 38 725 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 10 010 | 10 010 | 9 861 | 9 861 | 35 441 CHF | 35 540 CHF | 100,00% | 100,00% |
08/11/2024 | 0,28% | 3,64 CHF | 3,65 CHF | 10 020 | 10 020 | 9 890 | 9 890 | 35 785 CHF | 35 884 CHF | 100,00% | 100,00% |