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 | 0,38% | 2,60 CHF | 2,61 CHF | 75 000 | 75 000 | 74 383 | 74 383 | 194 886 CHF | 195 630 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 76 000 | 76 000 | 75 237 | 75 237 | 192 280 CHF | 193 033 CHF | 98,73% | 98,73% |
18/11/2024 | 0,41% | 2,56 CHF | 2,57 CHF | 76 000 | 76 000 | 76 912 | 76 912 | 188 146 CHF | 188 916 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 77 000 | 77 000 | 77 473 | 77 473 | 192 191 CHF | 192 966 CHF | 70,79% | 70,79% |
14/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 76 000 | 76 000 | 75 608 | 75 608 | 192 403 CHF | 193 160 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 77 000 | 77 000 | 76 525 | 76 525 | 189 580 CHF | 190 346 CHF | 99,82% | 99,82% |
12/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 78 000 | 78 000 | 76 351 | 76 351 | 190 828 CHF | 191 592 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 78 000 | 78 000 | 75 832 | 75 832 | 193 493 CHF | 194 252 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,63 CHF | 2,64 CHF | 76 000 | 76 000 | 74 449 | 74 449 | 201 139 CHF | 201 884 CHF | 100,00% | 100,00% |
07/11/2024 | 0,37% | 2,78 CHF | 2,79 CHF | 74 000 | 74 000 | 74 410 | 74 410 | 202 480 CHF | 203 225 CHF | 100,00% | 100,00% |