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 | 0,41% | 2,40 CHF | 2,41 CHF | 35 000 | 35 000 | 34 533 | 34 533 | 84 215 CHF | 84 560 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 34 000 | 34 000 | 33 865 | 33 865 | 85 544 CHF | 85 882 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 34 000 | 34 000 | 33 825 | 33 825 | 88 001 CHF | 88 340 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 34 000 | 34 000 | 33 432 | 33 432 | 87 467 CHF | 87 802 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 87 889 CHF | 88 228 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,63 CHF | 2,64 CHF | 34 000 | 34 000 | 33 010 | 33 010 | 88 338 CHF | 88 668 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 36 000 | 36 000 | 34 939 | 34 939 | 81 217 CHF | 81 567 CHF | 99,85% | 99,85% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 35 000 | 35 000 | 34 855 | 34 855 | 83 212 CHF | 83 561 CHF | 99,73% | 99,73% |
08/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 36 000 | 36 000 | 35 127 | 35 127 | 80 469 CHF | 80 820 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 35 000 | 35 000 | 35 059 | 35 059 | 80 247 CHF | 80 598 CHF | 99,39% | 99,39% |