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 | 0,40% | 2,53 CHF | 2,54 CHF | 75 000 | 75 000 | 74 384 | 74 384 | 189 728 CHF | 190 473 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 76 000 | 76 000 | 75 234 | 75 234 | 187 069 CHF | 187 822 CHF | 98,73% | 98,73% |
18/11/2024 | 0,42% | 2,49 CHF | 2,50 CHF | 76 000 | 76 000 | 76 913 | 76 913 | 182 803 CHF | 183 573 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 77 000 | 77 000 | 77 471 | 77 471 | 186 802 CHF | 187 577 CHF | 70,80% | 70,80% |
14/11/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 76 000 | 76 000 | 75 607 | 75 607 | 187 137 CHF | 187 894 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 77 000 | 77 000 | 76 532 | 76 532 | 184 307 CHF | 185 073 CHF | 99,84% | 99,84% |
12/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 78 000 | 78 000 | 76 353 | 76 353 | 185 562 CHF | 186 327 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 78 000 | 78 000 | 75 816 | 75 816 | 188 230 CHF | 188 988 CHF | 100,00% | 100,00% |
08/11/2024 | 0,38% | 2,57 CHF | 2,58 CHF | 76 000 | 76 000 | 74 452 | 74 452 | 196 072 CHF | 196 817 CHF | 100,00% | 100,00% |
07/11/2024 | 0,38% | 2,71 CHF | 2,72 CHF | 74 000 | 74 000 | 74 392 | 74 392 | 197 336 CHF | 198 080 CHF | 100,00% | 100,00% |