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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,77% | 37,55 CHF | 37,80 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 75 127 CHF | 75 705 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 37,15 CHF | 37,45 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 74 254 CHF | 74 813 CHF | 70,65% | 70,65% |
18/11/2024 | 0,76% | 37,30 CHF | 37,60 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 74 679 CHF | 75 246 CHF | 99,52% | 99,52% |
15/11/2024 | 0,74% | 37,20 CHF | 37,50 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 74 700 CHF | 75 252 CHF | 92,54% | 92,54% |
14/11/2024 | 0,75% | 37,75 CHF | 38,05 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 75 505 CHF | 76 071 CHF | 99,44% | 99,44% |
13/11/2024 | 0,77% | 37,80 CHF | 38,10 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 75 625 CHF | 76 209 CHF | 97,82% | 97,82% |
12/11/2024 | 0,75% | 38,00 CHF | 38,30 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 76 333 CHF | 76 905 CHF | 97,96% | 97,96% |
11/11/2024 | 0,76% | 38,40 CHF | 38,70 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 77 123 CHF | 77 714 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 38,55 CHF | 38,85 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 77 300 CHF | 77 872 CHF | 55,20% | 55,20% |
07/11/2024 | 0,74% | 38,70 CHF | 39,00 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 77 551 CHF | 78 130 CHF | 97,68% | 97,68% |