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 | 0,33% | 3,07 CHF | 3,08 CHF | 10 290 | 10 290 | 10 279 | 10 279 | 31 897 CHF | 32 000 CHF | 99,99% | 99,99% |
20/11/2024 | 0,33% | 3,13 CHF | 3,14 CHF | 10 390 | 10 390 | 10 216 | 10 216 | 31 587 CHF | 31 689 CHF | 100,00% | 100,00% |
19/11/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 10 440 | 10 440 | 10 315 | 10 315 | 32 420 CHF | 32 523 CHF | 98,77% | 98,77% |
18/11/2024 | 0,33% | 3,03 CHF | 3,04 CHF | 10 190 | 10 190 | 10 139 | 10 139 | 31 002 CHF | 31 104 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 10 240 | 10 240 | 10 203 | 10 203 | 31 085 CHF | 31 187 CHF | 71,93% | 71,93% |
14/11/2024 | 0,32% | 3,07 CHF | 3,08 CHF | 10 250 | 10 250 | 10 228 | 10 228 | 31 780 CHF | 31 883 CHF | 100,00% | 100,00% |
13/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 10 450 | 10 450 | 10 361 | 10 361 | 32 964 CHF | 33 068 CHF | 99,46% | 99,46% |
12/11/2024 | 0,33% | 3,23 CHF | 3,24 CHF | 10 580 | 10 580 | 10 211 | 10 211 | 31 650 CHF | 31 752 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,95 CHF | 2,96 CHF | 10 010 | 10 010 | 9 861 | 9 861 | 28 699 CHF | 28 797 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 10 030 | 10 030 | 9 890 | 9 890 | 29 010 CHF | 29 109 CHF | 100,00% | 100,00% |