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 | 0,69% | 2,62 CHF | 2,63 CHF | 58 000 | 58 000 | 26 195 | 26 195 | 68 365 CHF | 68 765 CHF | 99,06% | 99,06% |
19/11/2024 | 0,69% | 2,60 CHF | 2,61 CHF | 58 000 | 58 000 | 26 256 | 26 256 | 68 315 CHF | 68 715 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 2,67 CHF | 2,68 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 69 728 CHF | 70 122 CHF | 99,87% | 99,87% |
15/11/2024 | 0,68% | 2,71 CHF | 2,72 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 69 372 CHF | 69 770 CHF | 99,72% | 99,72% |
14/11/2024 | 0,66% | 2,73 CHF | 2,74 CHF | 57 000 | 57 000 | 25 345 | 25 345 | 69 798 CHF | 70 181 CHF | 98,66% | 98,66% |
13/11/2024 | 0,66% | 2,78 CHF | 2,79 CHF | 56 000 | 56 000 | 25 775 | 25 775 | 70 317 CHF | 70 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 2,71 CHF | 2,72 CHF | 57 000 | 57 000 | 25 584 | 25 584 | 70 487 CHF | 70 875 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 2,76 CHF | 2,77 CHF | 57 000 | 57 000 | 25 418 | 25 418 | 69 954 CHF | 70 343 CHF | 99,76% | 99,76% |
08/11/2024 | 0,69% | 2,69 CHF | 2,70 CHF | 58 000 | 58 000 | 26 549 | 26 549 | 69 332 CHF | 69 735 CHF | 98,52% | 98,52% |
07/11/2024 | 0,67% | 2,61 CHF | 2,62 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 70 306 CHF | 70 705 CHF | 100,00% | 100,00% |