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 | 0,37% | 2,69 CHF | 2,70 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 226 703 CHF | 227 533 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 83 000 | 83 000 | 83 001 | 83 001 | 223 975 CHF | 224 805 CHF | 100,00% | 100,00% |
18/11/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 228 115 CHF | 228 934 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,77 CHF | 2,78 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 228 524 CHF | 229 337 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 81 000 | 81 000 | 82 587 | 82 587 | 226 086 CHF | 226 912 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 83 000 | 83 000 | 83 753 | 83 753 | 220 079 CHF | 220 916 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,56 CHF | 2,57 CHF | 84 000 | 84 000 | 83 164 | 83 164 | 221 361 CHF | 222 192 CHF | 99,85% | 99,85% |
11/11/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 81 000 | 81 000 | 81 068 | 81 068 | 228 502 CHF | 229 312 CHF | 99,67% | 99,67% |
08/11/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 83 000 | 83 000 | 79 192 | 79 192 | 225 299 CHF | 226 112 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,17 CHF | 3,18 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 244 801 CHF | 245 574 CHF | 100,00% | 100,00% |