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 | 0,41% | 2,42 CHF | 2,43 CHF | 36 000 | 36 000 | 35 800 | 35 800 | 86 196 CHF | 86 554 CHF | 99,64% | 99,64% |
20/11/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 80 256 CHF | 80 629 CHF | 99,43% | 99,43% |
19/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 76 357 CHF | 76 739 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,12 CHF | 2,13 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 80 802 CHF | 81 174 CHF | 99,88% | 99,88% |
15/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 81 340 CHF | 81 710 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,21 CHF | 2,22 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 81 082 CHF | 81 452 CHF | 98,55% | 98,55% |
13/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 79 867 CHF | 80 237 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 82 843 CHF | 83 213 CHF | 99,88% | 99,88% |
11/11/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 84 851 CHF | 85 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 83 969 CHF | 84 329 CHF | 98,30% | 98,30% |