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 | 0,38% | 2,59 CHF | 2,60 CHF | 35 000 | 35 000 | 34 533 | 34 533 | 90 585 CHF | 90 930 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 34 000 | 34 000 | 33 865 | 33 865 | 91 748 CHF | 92 086 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 34 000 | 34 000 | 33 825 | 33 825 | 94 185 CHF | 94 524 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 34 000 | 34 000 | 33 432 | 33 432 | 93 612 CHF | 93 946 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 34 000 | 34 000 | 33 860 | 33 860 | 94 102 CHF | 94 440 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 34 000 | 34 000 | 33 011 | 33 011 | 94 367 CHF | 94 697 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 36 000 | 36 000 | 34 939 | 34 939 | 87 700 CHF | 88 050 CHF | 99,85% | 99,85% |
11/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 35 000 | 35 000 | 34 855 | 34 855 | 89 608 CHF | 89 957 CHF | 99,66% | 99,66% |
08/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 36 000 | 36 000 | 35 128 | 35 128 | 87 022 CHF | 87 373 CHF | 99,17% | 99,17% |
07/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 35 000 | 35 000 | 35 058 | 35 058 | 86 802 CHF | 87 153 CHF | 99,39% | 99,39% |