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 | 0,39% | 2,54 CHF | 2,55 CHF | 83 000 | 83 000 | 82 986 | 82 986 | 214 603 CHF | 215 433 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 83 000 | 83 000 | 83 001 | 83 001 | 211 821 CHF | 212 651 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 81 000 | 81 000 | 81 960 | 81 960 | 216 193 CHF | 217 013 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,62 CHF | 2,63 CHF | 83 000 | 83 000 | 81 347 | 81 347 | 216 657 CHF | 217 471 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,66 CHF | 2,67 CHF | 81 000 | 81 000 | 82 587 | 82 587 | 214 036 CHF | 214 862 CHF | 100,00% | 100,00% |
13/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 83 000 | 83 000 | 83 754 | 83 754 | 207 786 CHF | 208 624 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,41 CHF | 2,42 CHF | 84 000 | 84 000 | 83 164 | 83 164 | 209 189 CHF | 210 020 CHF | 99,86% | 99,86% |
11/11/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 81 000 | 81 000 | 81 069 | 81 069 | 216 690 CHF | 217 501 CHF | 99,66% | 99,66% |
08/11/2024 | 0,39% | 2,62 CHF | 2,63 CHF | 83 000 | 83 000 | 79 156 | 79 156 | 213 758 CHF | 214 570 CHF | 98,75% | 98,75% |
07/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 77 000 | 77 000 | 77 268 | 77 268 | 233 710 CHF | 234 482 CHF | 100,00% | 100,00% |