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 | 0,36% | 2,75 CHF | 2,76 CHF | 50 000 | 50 000 | 49 720 | 49 720 | 139 236 CHF | 139 734 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,84 CHF | 2,85 CHF | 49 000 | 49 000 | 48 480 | 48 480 | 140 524 CHF | 141 009 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 141 364 CHF | 141 844 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 47 000 | 47 000 | 47 069 | 47 069 | 140 557 CHF | 141 028 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,99 CHF | 3,00 CHF | 47 000 | 47 000 | 47 680 | 47 680 | 141 185 CHF | 141 662 CHF | 99,34% | 99,34% |
13/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 48 000 | 48 000 | 47 569 | 47 569 | 140 733 CHF | 141 209 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,95 CHF | 2,96 CHF | 48 000 | 48 000 | 47 160 | 47 160 | 140 766 CHF | 141 238 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 47 000 | 47 000 | 46 999 | 46 999 | 142 590 CHF | 143 060 CHF | 99,93% | 99,93% |
08/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 48 000 | 48 000 | 47 760 | 47 760 | 141 439 CHF | 141 916 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 47 000 | 47 000 | 46 998 | 46 998 | 142 344 CHF | 142 814 CHF | 100,00% | 100,00% |