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 | 0,44% | 2,27 CHF | 2,28 CHF | 24 000 | 24 000 | 23 775 | 23 775 | 54 458 CHF | 54 696 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 24 000 | 24 000 | 23 772 | 23 772 | 55 666 CHF | 55 904 CHF | 98,92% | 98,92% |
18/11/2024 | 0,44% | 2,40 CHF | 2,41 CHF | 24 000 | 24 000 | 23 865 | 23 865 | 54 627 CHF | 54 866 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,23 CHF | 2,24 CHF | 25 000 | 25 000 | 24 148 | 24 148 | 55 211 CHF | 55 453 CHF | 72,08% | 72,08% |
14/11/2024 | 0,43% | 2,40 CHF | 2,41 CHF | 24 000 | 24 000 | 23 774 | 23 774 | 55 619 CHF | 55 857 CHF | 100,00% | 100,00% |
13/11/2024 | 0,45% | 2,49 CHF | 2,50 CHF | 24 000 | 24 000 | 24 301 | 24 301 | 54 416 CHF | 54 660 CHF | 99,41% | 99,41% |
12/11/2024 | 0,36% | 2,47 CHF | 2,48 CHF | 24 000 | 24 000 | 22 818 | 22 818 | 63 245 CHF | 63 474 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 22 000 | 22 000 | 21 863 | 21 863 | 63 885 CHF | 64 104 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 23 000 | 23 000 | 22 785 | 22 785 | 63 953 CHF | 64 181 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 23 000 | 23 000 | 22 784 | 22 784 | 64 764 CHF | 64 992 CHF | 100,00% | 100,00% |