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 | 0,39% | 2,59 CHF | 2,60 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 109 434 CHF | 109 859 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 110 217 CHF | 110 644 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 106 150 CHF | 106 569 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 104 116 CHF | 104 529 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 107 793 CHF | 108 215 CHF | 100,00% | 100,00% |
13/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 107 156 CHF | 107 576 CHF | 100,00% | 100,00% |
12/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 104 136 CHF | 104 549 CHF | 99,85% | 99,85% |
11/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 96 539 CHF | 96 939 CHF | 99,72% | 99,72% |
08/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 97 142 CHF | 97 542 CHF | 100,00% | 100,00% |
07/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 91 812 CHF | 92 200 CHF | 99,44% | 99,44% |