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 | 0,44% | 2,20 CHF | 2,21 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 122 591 CHF | 123 136 CHF | 99,47% | 99,47% |
19/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 123 522 CHF | 124 065 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 126 404 CHF | 126 934 CHF | 99,89% | 99,89% |
15/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 125 890 CHF | 126 420 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 124 873 CHF | 125 413 CHF | 98,68% | 98,68% |
13/11/2024 | 0,43% | 2,27 CHF | 2,28 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 124 532 CHF | 125 073 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,29 CHF | 2,30 CHF | 54 000 | 54 000 | 53 499 | 53 499 | 125 803 CHF | 126 338 CHF | 99,88% | 99,88% |
11/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 128 037 CHF | 128 567 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 125 486 CHF | 126 026 CHF | 99,04% | 99,04% |
07/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 126 444 CHF | 126 973 CHF | 100,00% | 100,00% |