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 | 0,68% | 2,25 CHF | 2,26 CHF | 60 000 | 60 000 | 26 743 | 26 743 | 60 624 CHF | 60 971 CHF | 99,90% | 99,90% |
19/11/2024 | 0,67% | 2,24 CHF | 2,25 CHF | 60 000 | 60 000 | 26 756 | 26 756 | 61 455 CHF | 61 802 CHF | 99,83% | 99,83% |
18/11/2024 | 0,67% | 2,32 CHF | 2,33 CHF | 58 000 | 58 000 | 26 248 | 26 248 | 61 191 CHF | 61 533 CHF | 99,90% | 99,90% |
15/11/2024 | 0,69% | 2,28 CHF | 2,29 CHF | 58 000 | 58 000 | 26 503 | 26 503 | 59 960 CHF | 60 304 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 2,25 CHF | 2,26 CHF | 60 000 | 60 000 | 26 651 | 26 651 | 61 006 CHF | 61 352 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 2,26 CHF | 2,27 CHF | 60 000 | 60 000 | 26 758 | 26 758 | 60 562 CHF | 60 909 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 2,29 CHF | 2,30 CHF | 60 000 | 60 000 | 26 577 | 26 577 | 62 369 CHF | 62 714 CHF | 99,86% | 99,86% |
11/11/2024 | 0,65% | 2,37 CHF | 2,38 CHF | 58 000 | 58 000 | 26 311 | 26 311 | 63 261 CHF | 63 603 CHF | 99,90% | 99,90% |
08/11/2024 | 0,64% | 2,41 CHF | 2,42 CHF | 58 000 | 58 000 | 26 457 | 26 457 | 64 089 CHF | 64 432 CHF | 98,88% | 98,88% |
07/11/2024 | 0,62% | 2,44 CHF | 2,45 CHF | 58 000 | 58 000 | 26 311 | 26 311 | 65 066 CHF | 65 408 CHF | 99,90% | 99,90% |