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 | 0,34% | 2,96 CHF | 2,97 CHF | 54 000 | 54 000 | 52 676 | 52 676 | 155 902 CHF | 156 429 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 55 000 | 55 000 | 53 531 | 53 531 | 155 705 CHF | 156 240 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 154 087 CHF | 154 623 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 56 000 | 56 000 | 54 118 | 54 118 | 153 206 CHF | 153 747 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 56 000 | 56 000 | 54 754 | 54 754 | 151 142 CHF | 151 690 CHF | 99,33% | 99,33% |
13/11/2024 | 0,36% | 2,78 CHF | 2,79 CHF | 56 000 | 56 000 | 54 448 | 54 448 | 152 579 CHF | 153 123 CHF | 100,00% | 100,00% |
12/11/2024 | 0,36% | 2,76 CHF | 2,77 CHF | 56 000 | 56 000 | 55 307 | 55 307 | 155 515 CHF | 156 069 CHF | 68,32% | 100,00% |
11/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 55 000 | 55 000 | 52 700 | 52 700 | 156 111 CHF | 156 638 CHF | 99,93% | 99,93% |
08/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 54 000 | 54 000 | 51 727 | 51 727 | 158 833 CHF | 159 351 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 51 000 | 51 000 | 49 705 | 49 705 | 164 043 CHF | 164 540 CHF | 98,53% | 98,53% |