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 | 0,61% | 2,50 CHF | 2,51 CHF | 60 000 | 60 000 | 26 744 | 26 744 | 67 247 CHF | 67 594 CHF | 99,89% | 99,89% |
19/11/2024 | 0,60% | 2,49 CHF | 2,50 CHF | 60 000 | 60 000 | 26 755 | 26 755 | 68 044 CHF | 68 391 CHF | 99,91% | 99,91% |
18/11/2024 | 0,60% | 2,57 CHF | 2,58 CHF | 58 000 | 58 000 | 26 249 | 26 249 | 67 669 CHF | 68 011 CHF | 99,89% | 99,89% |
15/11/2024 | 0,62% | 2,53 CHF | 2,54 CHF | 58 000 | 58 000 | 26 498 | 26 498 | 66 501 CHF | 66 845 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 2,50 CHF | 2,51 CHF | 60 000 | 60 000 | 26 651 | 26 651 | 67 579 CHF | 67 925 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 2,51 CHF | 2,52 CHF | 60 000 | 60 000 | 26 759 | 26 759 | 67 148 CHF | 67 495 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 2,53 CHF | 2,54 CHF | 60 000 | 60 000 | 26 571 | 26 571 | 68 844 CHF | 69 190 CHF | 99,91% | 99,91% |
11/11/2024 | 0,59% | 2,62 CHF | 2,63 CHF | 58 000 | 58 000 | 26 309 | 26 309 | 69 681 CHF | 70 024 CHF | 99,89% | 99,89% |
08/11/2024 | 0,58% | 2,65 CHF | 2,66 CHF | 58 000 | 58 000 | 26 447 | 26 447 | 70 497 CHF | 70 840 CHF | 98,97% | 98,97% |
07/11/2024 | 0,57% | 2,69 CHF | 2,70 CHF | 58 000 | 58 000 | 26 311 | 26 311 | 71 495 CHF | 71 838 CHF | 99,90% | 99,90% |