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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,77% | 2,62 CHF | 2,64 CHF | 32 900 | 32 900 | 32 801 | 32 801 | 85 323 CHF | 85 979 CHF | 100,00% | 100,00% |
22/11/2024 | 0,82% | 2,46 CHF | 2,48 CHF | 33 900 | 33 900 | 33 533 | 33 533 | 81 929 CHF | 82 600 CHF | 100,00% | 100,00% |
20/11/2024 | 0,80% | 2,46 CHF | 2,48 CHF | 33 900 | 33 900 | 33 406 | 33 406 | 83 590 CHF | 84 259 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 2,47 CHF | 2,49 CHF | 33 900 | 33 900 | 33 563 | 33 563 | 82 897 CHF | 83 569 CHF | 98,93% | 98,93% |
18/11/2024 | 0,79% | 2,58 CHF | 2,60 CHF | 33 400 | 33 400 | 33 206 | 33 206 | 84 749 CHF | 85 414 CHF | 100,00% | 100,00% |
15/11/2024 | 0,77% | 2,54 CHF | 2,56 CHF | 33 600 | 33 600 | 33 483 | 33 483 | 86 327 CHF | 86 996 CHF | 72,19% | 72,19% |
14/11/2024 | 0,80% | 2,57 CHF | 2,59 CHF | 33 500 | 33 500 | 33 502 | 33 502 | 84 009 CHF | 84 680 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 2,43 CHF | 2,45 CHF | 34 200 | 34 200 | 34 124 | 34 124 | 81 917 CHF | 82 601 CHF | 99,28% | 99,28% |
12/11/2024 | 0,83% | 2,34 CHF | 2,36 CHF | 34 800 | 34 800 | 33 900 | 33 900 | 82 524 CHF | 83 203 CHF | 100,00% | 100,00% |
11/11/2024 | 0,78% | 2,57 CHF | 2,59 CHF | 33 500 | 33 500 | 33 100 | 33 100 | 85 614 CHF | 86 276 CHF | 100,00% | 100,00% |