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 | 0,40% | 2,50 CHF | 2,51 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 133 198 CHF | 133 728 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 134 297 CHF | 134 820 CHF | 99,85% | 99,85% |
18/11/2024 | 0,40% | 2,62 CHF | 2,63 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 132 602 CHF | 133 131 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 132 890 CHF | 133 421 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 52 000 | 52 000 | 52 697 | 52 697 | 134 989 CHF | 135 516 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,71 CHF | 2,72 CHF | 52 000 | 52 000 | 53 301 | 53 301 | 131 099 CHF | 131 632 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 2,69 CHF | 2,70 CHF | 52 000 | 52 000 | 49 973 | 49 973 | 149 890 CHF | 150 390 CHF | 98,74% | 98,74% |
11/11/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 154 233 CHF | 154 723 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 49 000 | 49 000 | 49 781 | 49 781 | 150 896 CHF | 151 394 CHF | 98,88% | 98,88% |
07/11/2024 | 0,33% | 3,04 CHF | 3,05 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 150 662 CHF | 151 153 CHF | 100,00% | 100,00% |