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 | 0,34% | 2,95 CHF | 2,96 CHF | 75 000 | 75 000 | 74 359 | 74 359 | 220 424 CHF | 221 168 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 76 000 | 76 000 | 75 224 | 75 224 | 218 069 CHF | 218 822 CHF | 98,73% | 98,73% |
18/11/2024 | 0,36% | 2,91 CHF | 2,92 CHF | 76 000 | 76 000 | 76 898 | 76 898 | 214 625 CHF | 215 394 CHF | 100,00% | 100,00% |
15/11/2024 | 0,35% | 2,86 CHF | 2,87 CHF | 77 000 | 77 000 | 77 423 | 77 423 | 218 744 CHF | 219 518 CHF | 70,86% | 70,86% |
14/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 76 000 | 76 000 | 75 582 | 75 582 | 218 433 CHF | 219 190 CHF | 100,00% | 100,00% |
13/11/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 77 000 | 77 000 | 76 527 | 76 527 | 215 838 CHF | 216 604 CHF | 99,72% | 99,72% |
12/11/2024 | 0,35% | 2,79 CHF | 2,80 CHF | 78 000 | 78 000 | 76 349 | 76 349 | 216 981 CHF | 217 746 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 78 000 | 78 000 | 75 827 | 75 827 | 219 390 CHF | 220 149 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 2,97 CHF | 2,98 CHF | 76 000 | 76 000 | 74 449 | 74 449 | 226 374 CHF | 227 119 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 74 000 | 74 000 | 74 394 | 74 394 | 227 724 CHF | 228 468 CHF | 100,00% | 100,00% |