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 | 0,42% | 2,39 CHF | 2,40 CHF | 75 000 | 75 000 | 74 356 | 74 356 | 179 503 CHF | 180 248 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 76 000 | 76 000 | 75 237 | 75 237 | 176 819 CHF | 177 573 CHF | 98,73% | 98,73% |
18/11/2024 | 0,45% | 2,36 CHF | 2,37 CHF | 76 000 | 76 000 | 76 899 | 76 899 | 172 240 CHF | 173 009 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 77 000 | 77 000 | 77 430 | 77 430 | 176 086 CHF | 176 860 CHF | 70,94% | 70,94% |
14/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 76 000 | 76 000 | 75 595 | 75 595 | 176 746 CHF | 177 503 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 77 000 | 77 000 | 76 526 | 76 526 | 173 881 CHF | 174 647 CHF | 99,69% | 99,69% |
12/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 78 000 | 78 000 | 76 307 | 76 307 | 175 062 CHF | 175 826 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 78 000 | 78 000 | 75 901 | 75 901 | 178 156 CHF | 178 916 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 76 000 | 76 000 | 74 439 | 74 439 | 186 023 CHF | 186 768 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 2,58 CHF | 2,59 CHF | 74 000 | 74 000 | 74 452 | 74 452 | 187 474 CHF | 188 219 CHF | 100,00% | 100,00% |