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% | 2,21 CHF | 2,22 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 93 483 CHF | 93 908 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 94 145 CHF | 94 572 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 90 372 CHF | 90 791 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 88 648 CHF | 89 061 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 91 956 CHF | 92 378 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 91 342 CHF | 91 762 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,16 CHF | 2,17 CHF | 42 000 | 42 000 | 41 328 | 41 328 | 88 586 CHF | 88 999 CHF | 99,86% | 99,86% |
11/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 81 493 CHF | 81 892 CHF | 99,73% | 99,73% |
08/11/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 40 000 | 40 000 | 39 993 | 39 993 | 82 132 CHF | 82 532 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 77 183 CHF | 77 571 CHF | 99,44% | 99,44% |