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 | 0,91% | 2,16 CHF | 2,18 CHF | 33 900 | 33 900 | 33 406 | 33 406 | 73 542 CHF | 74 211 CHF | 100,00% | 100,00% |
19/11/2024 | 0,93% | 2,16 CHF | 2,18 CHF | 33 900 | 33 900 | 33 558 | 33 558 | 72 799 CHF | 73 471 CHF | 98,93% | 98,93% |
18/11/2024 | 0,89% | 2,28 CHF | 2,30 CHF | 33 400 | 33 400 | 33 206 | 33 206 | 74 759 CHF | 75 424 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 2,24 CHF | 2,26 CHF | 33 600 | 33 600 | 33 473 | 33 473 | 76 216 CHF | 76 885 CHF | 71,92% | 71,92% |
14/11/2024 | 0,91% | 2,27 CHF | 2,29 CHF | 33 500 | 33 500 | 33 497 | 33 497 | 73 912 CHF | 74 583 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 2,13 CHF | 2,15 CHF | 34 200 | 34 200 | 34 124 | 34 124 | 71 680 CHF | 72 364 CHF | 99,30% | 99,30% |
12/11/2024 | 0,94% | 2,03 CHF | 2,05 CHF | 34 800 | 34 800 | 33 897 | 33 897 | 72 313 CHF | 72 992 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 2,27 CHF | 2,29 CHF | 33 500 | 33 500 | 33 103 | 33 103 | 75 683 CHF | 76 345 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 2,24 CHF | 2,26 CHF | 33 700 | 33 700 | 33 019 | 33 019 | 76 412 CHF | 77 073 CHF | 100,00% | 100,00% |
07/11/2024 | 0,77% | 2,63 CHF | 2,65 CHF | 31 800 | 31 800 | 31 535 | 31 535 | 82 777 CHF | 83 408 CHF | 100,00% | 100,00% |