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% | 2,62 CHF | 2,63 CHF | 52 000 | 52 000 | 28 613 | 28 613 | 73 917 CHF | 74 204 CHF | 99,90% | 99,90% |
19/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 52 000 | 52 000 | 28 700 | 28 700 | 72 827 CHF | 73 115 CHF | 98,91% | 98,91% |
18/11/2024 | 0,42% | 2,47 CHF | 2,48 CHF | 52 000 | 52 000 | 28 599 | 28 599 | 69 987 CHF | 70 274 CHF | 99,59% | 99,59% |
15/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 52 000 | 52 000 | 28 569 | 28 569 | 68 927 CHF | 69 214 CHF | 99,89% | 99,89% |
14/11/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 52 000 | 52 000 | 29 301 | 29 301 | 69 531 CHF | 69 824 CHF | 98,84% | 98,84% |
13/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 52 000 | 52 000 | 28 652 | 28 652 | 69 925 CHF | 70 212 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,45 CHF | 2,46 CHF | 52 000 | 52 000 | 26 706 | 26 706 | 65 330 CHF | 65 598 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 52 000 | 52 000 | 28 421 | 28 421 | 73 867 CHF | 74 154 CHF | 99,93% | 99,93% |
08/11/2024 | 0,72% | 2,68 CHF | 2,69 CHF | 52 000 | 52 000 | 19 657 | 19 657 | 52 625 CHF | 52 841 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,71 CHF | 2,72 CHF | 48 000 | 48 000 | 23 246 | 23 246 | 62 523 CHF | 62 774 CHF | 98,68% | 98,68% |