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 | 0,45% | 2,30 CHF | 2,31 CHF | 77 700 | 77 700 | 76 651 | 76 651 | 173 614 CHF | 174 382 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 77 640 | 77 640 | 76 724 | 76 724 | 174 671 CHF | 175 439 CHF | 98,94% | 98,94% |
18/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 77 030 | 77 030 | 76 032 | 76 032 | 168 423 CHF | 169 184 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 76 330 | 76 330 | 76 149 | 76 149 | 164 831 CHF | 165 592 CHF | 71,90% | 71,90% |
14/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 74 520 | 74 520 | 73 975 | 73 975 | 153 378 CHF | 154 118 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 74 090 | 74 090 | 73 233 | 73 233 | 147 972 CHF | 148 705 CHF | 98,59% | 98,59% |
12/11/2024 | 0,50% | 2,05 CHF | 2,06 CHF | 74 230 | 74 230 | 73 328 | 73 328 | 148 861 CHF | 149 595 CHF | 99,69% | 99,69% |
11/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 73 310 | 73 310 | 72 680 | 72 680 | 143 604 CHF | 144 332 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 2,04 CHF | 2,05 CHF | 74 260 | 74 260 | 73 382 | 73 382 | 148 205 CHF | 148 940 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 73 560 | 73 560 | 73 076 | 73 076 | 144 481 CHF | 145 212 CHF | 100,00% | 100,00% |