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 | 0,33% | 37,04 CHF | 37,16 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 92 790 CHF | 93 098 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 36,64 CHF | 36,76 CHF | 2 500 | 2 500 | 2 511 | 2 511 | 91 826 CHF | 92 135 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 36,74 CHF | 36,86 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 92 044 CHF | 92 351 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 36,74 CHF | 36,86 CHF | 2 500 | 2 500 | 2 500 | 2 500 | 92 312 CHF | 92 619 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 37,34 CHF | 37,46 CHF | 2 500 | 2 500 | 2 471 | 2 471 | 92 180 CHF | 92 485 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 37,34 CHF | 37,46 CHF | 2 400 | 2 400 | 2 446 | 2 446 | 91 262 CHF | 91 563 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 37,44 CHF | 37,56 CHF | 2 400 | 2 400 | 2 400 | 2 400 | 90 362 CHF | 90 658 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 37,84 CHF | 37,96 CHF | 2 400 | 2 400 | 2 396 | 2 396 | 90 997 CHF | 91 291 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 38,04 CHF | 38,16 CHF | 2 400 | 2 400 | 2 388 | 2 388 | 90 879 CHF | 91 172 CHF | 99,80% | 99,80% |
07/11/2024 | 0,52% | 38,10 CHF | 38,30 CHF | 2 400 | 2 400 | 2 327 | 2 327 | 88 646 CHF | 89 111 CHF | 99,76% | 99,76% |