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 | 0,34% | 2,90 CHF | 2,91 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 244 604 CHF | 245 434 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 2,91 CHF | 2,92 CHF | 83 000 | 83 000 | 83 001 | 83 001 | 241 794 CHF | 242 624 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 245 742 CHF | 246 561 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 245 977 CHF | 246 790 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 3,02 CHF | 3,03 CHF | 81 000 | 81 000 | 82 587 | 82 587 | 243 823 CHF | 244 649 CHF | 100,00% | 100,00% |
13/11/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 83 000 | 83 000 | 83 754 | 83 754 | 238 091 CHF | 238 928 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 84 000 | 84 000 | 83 164 | 83 164 | 239 228 CHF | 240 060 CHF | 99,85% | 99,85% |
11/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 245 867 CHF | 246 678 CHF | 99,68% | 99,68% |
08/11/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 83 000 | 83 000 | 79 157 | 79 157 | 242 190 CHF | 243 003 CHF | 98,79% | 98,79% |
07/11/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 261 174 CHF | 261 946 CHF | 100,00% | 100,00% |