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 | 0,40% | 2,45 CHF | 2,46 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 207 432 CHF | 208 262 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 83 000 | 83 000 | 83 001 | 83 001 | 204 651 CHF | 205 481 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 209 083 CHF | 209 903 CHF | 100,00% | 100,00% |
15/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 209 653 CHF | 210 466 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,57 CHF | 2,58 CHF | 81 000 | 81 000 | 82 587 | 82 587 | 206 954 CHF | 207 780 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 83 000 | 83 000 | 83 754 | 83 754 | 200 667 CHF | 201 504 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,33 CHF | 2,34 CHF | 84 000 | 84 000 | 83 164 | 83 164 | 202 074 CHF | 202 906 CHF | 99,85% | 99,85% |
11/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 209 699 CHF | 210 510 CHF | 99,64% | 99,64% |
08/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 83 000 | 83 000 | 79 155 | 79 155 | 206 889 CHF | 207 701 CHF | 98,68% | 98,68% |
07/11/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 226 910 CHF | 227 683 CHF | 100,00% | 100,00% |