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 | 0,40% | 2,60 CHF | 2,61 CHF | 52 000 | 52 000 | 28 613 | 28 613 | 73 201 CHF | 73 488 CHF | 99,90% | 99,90% |
19/11/2024 | 0,41% | 2,52 CHF | 2,53 CHF | 52 000 | 52 000 | 28 701 | 28 701 | 72 099 CHF | 72 387 CHF | 98,91% | 98,91% |
18/11/2024 | 0,42% | 2,44 CHF | 2,45 CHF | 52 000 | 52 000 | 28 599 | 28 599 | 69 182 CHF | 69 469 CHF | 99,59% | 99,59% |
15/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 52 000 | 52 000 | 28 569 | 28 569 | 68 212 CHF | 68 499 CHF | 99,89% | 99,89% |
14/11/2024 | 0,44% | 2,40 CHF | 2,41 CHF | 52 000 | 52 000 | 29 306 | 29 306 | 68 791 CHF | 69 085 CHF | 98,82% | 98,82% |
13/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 52 000 | 52 000 | 28 653 | 28 653 | 69 227 CHF | 69 514 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 52 000 | 52 000 | 26 709 | 26 709 | 64 599 CHF | 64 867 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 52 000 | 52 000 | 28 431 | 28 431 | 73 110 CHF | 73 397 CHF | 99,93% | 99,93% |
08/11/2024 | 0,72% | 2,66 CHF | 2,67 CHF | 52 000 | 52 000 | 19 660 | 19 660 | 52 139 CHF | 52 355 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,69 CHF | 2,70 CHF | 48 000 | 48 000 | 23 248 | 23 248 | 61 934 CHF | 62 184 CHF | 98,68% | 98,68% |