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 | 0,35% | 2,87 CHF | 2,88 CHF | 10 290 | 10 290 | 10 279 | 10 279 | 29 904 CHF | 30 007 CHF | 100,00% | 100,00% |
20/11/2024 | 0,35% | 2,94 CHF | 2,95 CHF | 10 400 | 10 400 | 10 215 | 10 215 | 29 595 CHF | 29 698 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 10 440 | 10 440 | 10 316 | 10 316 | 30 411 CHF | 30 514 CHF | 98,77% | 98,77% |
18/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 10 180 | 10 180 | 10 138 | 10 138 | 29 017 CHF | 29 118 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 10 230 | 10 230 | 10 203 | 10 203 | 29 088 CHF | 29 190 CHF | 71,97% | 71,97% |
14/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 10 250 | 10 250 | 10 227 | 10 227 | 29 778 CHF | 29 881 CHF | 100,00% | 100,00% |
13/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 10 450 | 10 450 | 10 360 | 10 360 | 30 939 CHF | 31 043 CHF | 99,46% | 99,46% |
12/11/2024 | 0,35% | 3,03 CHF | 3,04 CHF | 10 570 | 10 570 | 10 210 | 10 210 | 29 652 CHF | 29 754 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,75 CHF | 2,76 CHF | 10 010 | 10 010 | 9 860 | 9 860 | 26 766 CHF | 26 865 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 10 020 | 10 020 | 9 890 | 9 890 | 27 073 CHF | 27 172 CHF | 100,00% | 100,00% |