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 | 0,46% | 2,19 CHF | 2,20 CHF | 36 000 | 36 000 | 35 800 | 35 800 | 77 889 CHF | 78 247 CHF | 99,64% | 99,64% |
20/11/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 71 635 CHF | 72 007 CHF | 99,43% | 99,43% |
19/11/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 67 466 CHF | 67 848 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 1,89 CHF | 1,90 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 72 196 CHF | 72 567 CHF | 99,88% | 99,88% |
15/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 72 783 CHF | 73 153 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 72 488 CHF | 72 858 CHF | 98,58% | 98,58% |
13/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 71 277 CHF | 71 647 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 1,96 CHF | 1,97 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 74 256 CHF | 74 625 CHF | 99,88% | 99,88% |
11/11/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 76 503 CHF | 76 863 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 75 615 CHF | 75 975 CHF | 98,30% | 98,30% |