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 | 0,29% | 3,45 CHF | 3,46 CHF | 10 290 | 10 290 | 10 279 | 10 279 | 35 859 CHF | 35 962 CHF | 100,00% | 100,00% |
20/11/2024 | 0,29% | 3,52 CHF | 3,53 CHF | 10 400 | 10 400 | 10 217 | 10 217 | 35 561 CHF | 35 663 CHF | 100,00% | 100,00% |
19/11/2024 | 0,29% | 3,55 CHF | 3,56 CHF | 10 440 | 10 440 | 10 316 | 10 316 | 36 427 CHF | 36 530 CHF | 98,75% | 98,75% |
18/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 10 190 | 10 190 | 10 139 | 10 139 | 34 949 CHF | 35 051 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 3,44 CHF | 3,45 CHF | 10 240 | 10 240 | 10 203 | 10 203 | 35 066 CHF | 35 168 CHF | 72,02% | 72,02% |
14/11/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 10 250 | 10 250 | 10 228 | 10 228 | 35 767 CHF | 35 869 CHF | 100,00% | 100,00% |
13/11/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 10 450 | 10 450 | 10 361 | 10 361 | 37 003 CHF | 37 107 CHF | 99,46% | 99,46% |
12/11/2024 | 0,29% | 3,62 CHF | 3,63 CHF | 10 580 | 10 580 | 10 210 | 10 210 | 35 627 CHF | 35 730 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 3,34 CHF | 3,35 CHF | 10 010 | 10 010 | 9 861 | 9 861 | 32 546 CHF | 32 644 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 10 030 | 10 030 | 9 890 | 9 890 | 32 876 CHF | 32 975 CHF | 100,00% | 100,00% |