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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 36 000 | 36 000 | 35 801 | 35 801 | 102 853 CHF | 103 211 CHF | 99,64% | 99,64% |
20/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 97 576 CHF | 97 948 CHF | 99,43% | 99,43% |
19/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 94 139 CHF | 94 521 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 98 101 CHF | 98 473 CHF | 99,88% | 99,88% |
15/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 98 553 CHF | 98 923 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 98 284 CHF | 98 654 CHF | 98,53% | 98,53% |
13/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 97 060 CHF | 97 430 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 100 028 CHF | 100 398 CHF | 99,89% | 99,89% |
11/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 101 599 CHF | 101 959 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 100 672 CHF | 101 032 CHF | 98,30% | 98,30% |