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 | 0,59% | 35,18 CHF | 35,39 CHF | 750 | 750 | 750 | 750 | 26 986 CHF | 27 145 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 33,34 CHF | 33,55 CHF | 750 | 750 | 750 | 750 | 23 838 CHF | 23 999 CHF | 100,00% | 100,00% |
18/11/2024 | 0,61% | 34,84 CHF | 35,05 CHF | 750 | 750 | 750 | 750 | 25 755 CHF | 25 914 CHF | 100,00% | 100,00% |
15/11/2024 | 0,61% | 33,63 CHF | 33,84 CHF | 750 | 750 | 750 | 750 | 26 050 CHF | 26 209 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 34,61 CHF | 34,81 CHF | 750 | 750 | 750 | 750 | 25 049 CHF | 25 217 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 32,52 CHF | 32,74 CHF | 750 | 750 | 750 | 750 | 24 515 CHF | 24 677 CHF | 100,00% | 100,00% |
12/11/2024 | 0,71% | 30,72 CHF | 30,95 CHF | 750 | 750 | 750 | 750 | 24 643 CHF | 24 818 CHF | 100,00% | 100,00% |
11/11/2024 | 0,69% | 35,32 CHF | 35,58 CHF | 500 | 500 | 500 | 500 | 18 924 CHF | 19 054 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 38,83 CHF | 39,09 CHF | 500 | 500 | 500 | 500 | 19 624 CHF | 19 751 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 37,95 CHF | 38,20 CHF | 500 | 500 | 500 | 500 | 18 850 CHF | 18 977 CHF | 100,00% | 100,00% |