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% | 2,24 CHF | 2,25 CHF | 52 000 | 52 000 | 28 612 | 28 612 | 62 965 CHF | 63 252 CHF | 99,90% | 99,90% |
19/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 52 000 | 52 000 | 28 701 | 28 701 | 61 937 CHF | 62 224 CHF | 98,91% | 98,91% |
18/11/2024 | 0,50% | 2,09 CHF | 2,10 CHF | 52 000 | 52 000 | 28 598 | 28 598 | 59 010 CHF | 59 297 CHF | 99,58% | 99,58% |
15/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 52 000 | 52 000 | 28 568 | 28 568 | 57 953 CHF | 58 240 CHF | 99,89% | 99,89% |
14/11/2024 | 0,52% | 2,05 CHF | 2,06 CHF | 52 000 | 52 000 | 29 296 | 29 296 | 58 328 CHF | 58 621 CHF | 98,90% | 98,90% |
13/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 52 000 | 52 000 | 28 653 | 28 653 | 59 045 CHF | 59 332 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 52 000 | 52 000 | 26 706 | 26 706 | 55 140 CHF | 55 408 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 52 000 | 52 000 | 28 431 | 28 431 | 63 066 CHF | 63 353 CHF | 99,93% | 99,93% |
08/11/2024 | 0,83% | 2,31 CHF | 2,32 CHF | 52 000 | 52 000 | 19 660 | 19 660 | 45 249 CHF | 45 465 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 2,34 CHF | 2,35 CHF | 48 000 | 48 000 | 23 248 | 23 248 | 53 782 CHF | 54 033 CHF | 98,68% | 98,68% |