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 | 0,37% | 2,67 CHF | 2,68 CHF | 50 000 | 50 000 | 49 720 | 49 720 | 135 266 CHF | 135 763 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,76 CHF | 2,77 CHF | 49 000 | 49 000 | 48 480 | 48 480 | 136 652 CHF | 137 137 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 137 523 CHF | 138 003 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,89 CHF | 2,90 CHF | 47 000 | 47 000 | 47 069 | 47 069 | 136 782 CHF | 137 252 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 47 000 | 47 000 | 47 680 | 47 680 | 137 367 CHF | 137 843 CHF | 99,33% | 99,33% |
13/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 48 000 | 48 000 | 47 569 | 47 569 | 137 400 CHF | 137 876 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 48 000 | 48 000 | 47 160 | 47 160 | 137 464 CHF | 137 936 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,95 CHF | 2,96 CHF | 47 000 | 47 000 | 46 999 | 46 999 | 139 294 CHF | 139 764 CHF | 99,93% | 99,93% |
08/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 48 000 | 48 000 | 47 760 | 47 760 | 138 085 CHF | 138 562 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 47 000 | 47 000 | 46 998 | 46 998 | 139 038 CHF | 139 508 CHF | 100,00% | 100,00% |