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 | 0,42% | 2,41 CHF | 2,42 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 101 835 CHF | 102 260 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 102 523 CHF | 102 951 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 98 631 CHF | 99 050 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 96 730 CHF | 97 143 CHF | 100,00% | 100,00% |
14/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 100 209 CHF | 100 630 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 99 638 CHF | 100 058 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 96 693 CHF | 97 107 CHF | 99,87% | 99,87% |
11/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 89 396 CHF | 89 796 CHF | 99,72% | 99,72% |
08/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 89 943 CHF | 90 343 CHF | 100,00% | 100,00% |
07/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 84 842 CHF | 85 230 CHF | 99,44% | 99,44% |