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 | 0,36% | 2,73 CHF | 2,74 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 145 388 CHF | 145 918 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 146 292 CHF | 146 815 CHF | 99,85% | 99,85% |
18/11/2024 | 0,36% | 2,85 CHF | 2,86 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 144 756 CHF | 145 285 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 145 026 CHF | 145 557 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,85 CHF | 2,86 CHF | 52 000 | 52 000 | 52 696 | 52 696 | 147 071 CHF | 147 598 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,94 CHF | 2,95 CHF | 52 000 | 52 000 | 53 300 | 53 300 | 143 357 CHF | 143 890 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 2,92 CHF | 2,93 CHF | 52 000 | 52 000 | 49 973 | 49 973 | 161 333 CHF | 161 833 CHF | 98,74% | 98,74% |
11/11/2024 | 0,30% | 3,37 CHF | 3,38 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 165 460 CHF | 165 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 3,29 CHF | 3,30 CHF | 49 000 | 49 000 | 49 781 | 49 781 | 162 285 CHF | 162 782 CHF | 98,92% | 98,92% |
07/11/2024 | 0,30% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 161 922 CHF | 162 413 CHF | 100,00% | 100,00% |