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 | 0,41% | 2,46 CHF | 2,47 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 104 032 CHF | 104 457 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 104 718 CHF | 105 146 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 100 748 CHF | 101 167 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 98 816 CHF | 99 229 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 102 365 CHF | 102 786 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 101 758 CHF | 102 178 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 98 799 CHF | 99 213 CHF | 99,85% | 99,85% |
11/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 91 391 CHF | 91 791 CHF | 99,69% | 99,69% |
08/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 91 944 CHF | 92 344 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 86 775 CHF | 87 163 CHF | 99,44% | 99,44% |