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 | 0,46% | 2,25 CHF | 2,26 CHF | 52 000 | 52 000 | 28 613 | 28 613 | 63 407 CHF | 63 694 CHF | 99,90% | 99,90% |
19/11/2024 | 0,47% | 2,18 CHF | 2,19 CHF | 52 000 | 52 000 | 28 701 | 28 701 | 62 317 CHF | 62 605 CHF | 98,91% | 98,91% |
18/11/2024 | 0,49% | 2,10 CHF | 2,11 CHF | 52 000 | 52 000 | 28 598 | 28 598 | 59 398 CHF | 59 685 CHF | 99,58% | 99,58% |
15/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 52 000 | 52 000 | 28 568 | 28 568 | 58 395 CHF | 58 682 CHF | 99,89% | 99,89% |
14/11/2024 | 0,51% | 2,06 CHF | 2,07 CHF | 52 000 | 52 000 | 29 300 | 29 300 | 58 729 CHF | 59 023 CHF | 98,84% | 98,84% |
13/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 52 000 | 52 000 | 28 652 | 28 652 | 59 441 CHF | 59 729 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 52 000 | 52 000 | 26 706 | 26 706 | 55 502 CHF | 55 770 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 52 000 | 52 000 | 28 421 | 28 421 | 63 482 CHF | 63 769 CHF | 99,93% | 99,93% |
08/11/2024 | 0,83% | 2,32 CHF | 2,33 CHF | 52 000 | 52 000 | 19 657 | 19 657 | 45 505 CHF | 45 721 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 2,35 CHF | 2,36 CHF | 48 000 | 48 000 | 23 246 | 23 246 | 54 084 CHF | 54 335 CHF | 98,68% | 98,68% |