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 | 0,48% | 2,11 CHF | 2,12 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 89 063 CHF | 89 488 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 89 705 CHF | 90 133 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 86 011 CHF | 86 430 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 84 282 CHF | 84 695 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 87 569 CHF | 87 991 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 86 990 CHF | 87 410 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 84 287 CHF | 84 700 CHF | 99,85% | 99,85% |
11/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 77 332 CHF | 77 732 CHF | 99,69% | 99,69% |
08/11/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 77 868 CHF | 78 268 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 73 116 CHF | 73 504 CHF | 99,44% | 99,44% |