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 | 0,42% | 2,47 CHF | 2,48 CHF | 52 000 | 52 000 | 28 614 | 28 614 | 69 552 CHF | 69 839 CHF | 99,90% | 99,90% |
19/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 52 000 | 52 000 | 28 697 | 28 697 | 68 516 CHF | 68 804 CHF | 98,91% | 98,91% |
18/11/2024 | 0,45% | 2,32 CHF | 2,33 CHF | 52 000 | 52 000 | 28 599 | 28 599 | 65 609 CHF | 65 896 CHF | 99,59% | 99,59% |
15/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 52 000 | 52 000 | 28 569 | 28 569 | 64 540 CHF | 64 827 CHF | 99,89% | 99,89% |
14/11/2024 | 0,46% | 2,28 CHF | 2,29 CHF | 52 000 | 52 000 | 29 299 | 29 299 | 65 100 CHF | 65 394 CHF | 98,84% | 98,84% |
13/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 52 000 | 52 000 | 28 652 | 28 652 | 65 625 CHF | 65 912 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 52 000 | 52 000 | 26 705 | 26 705 | 61 269 CHF | 61 537 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 52 000 | 52 000 | 28 421 | 28 421 | 69 549 CHF | 69 836 CHF | 99,93% | 99,93% |
08/11/2024 | 0,76% | 2,53 CHF | 2,54 CHF | 52 000 | 52 000 | 19 659 | 19 659 | 49 706 CHF | 49 922 CHF | 100,00% | 100,00% |
07/11/2024 | 0,47% | 2,56 CHF | 2,57 CHF | 48 000 | 48 000 | 23 247 | 23 247 | 59 073 CHF | 59 323 CHF | 98,68% | 98,68% |