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 | 0,47% | 2,07 CHF | 2,08 CHF | 24 400 | 24 400 | 24 400 | 24 400 | 51 496 CHF | 51 740 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 23 900 | 23 900 | 24 628 | 24 628 | 49 977 CHF | 50 223 CHF | 99,89% | 99,89% |
18/11/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 24 200 | 24 200 | 24 200 | 24 200 | 51 657 CHF | 51 899 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 24 400 | 24 400 | 24 400 | 24 400 | 52 515 CHF | 52 759 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 25 600 | 25 600 | 25 745 | 25 745 | 53 055 CHF | 53 312 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 1,95 CHF | 1,96 CHF | 25 800 | 25 800 | 25 308 | 25 308 | 50 476 CHF | 50 729 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,09 CHF | 2,10 CHF | 23 500 | 23 500 | 23 500 | 23 500 | 51 522 CHF | 51 757 CHF | 99,91% | 99,91% |
11/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 24 200 | 24 200 | 24 200 | 24 200 | 53 398 CHF | 53 640 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,10 CHF | 2,11 CHF | 24 000 | 24 000 | 24 000 | 24 000 | 51 620 CHF | 51 860 CHF | 98,94% | 98,94% |
07/11/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 23 700 | 23 700 | 23 700 | 23 700 | 52 345 CHF | 52 582 CHF | 100,00% | 100,00% |