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 | 0,46% | 2,20 CHF | 2,21 CHF | 44 000 | 44 000 | 44 212 | 44 212 | 97 373 CHF | 97 815 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 45 000 | 45 000 | 44 599 | 44 599 | 101 823 CHF | 102 270 CHF | 98,94% | 98,94% |
18/11/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 45 000 | 45 000 | 44 892 | 44 892 | 102 306 CHF | 102 756 CHF | 100,00% | 100,00% |
15/11/2024 | 0,48% | 2,27 CHF | 2,28 CHF | 45 000 | 45 000 | 43 585 | 43 585 | 90 243 CHF | 90 678 CHF | 71,74% | 71,74% |
14/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 42 000 | 42 000 | 41 314 | 41 314 | 75 339 CHF | 75 752 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 41 000 | 41 000 | 41 542 | 41 542 | 77 394 CHF | 77 810 CHF | 97,72% | 97,72% |
12/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 41 000 | 41 000 | 40 988 | 40 988 | 73 896 CHF | 74 306 CHF | 99,65% | 99,65% |
11/11/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 42 000 | 42 000 | 41 589 | 41 589 | 76 409 CHF | 76 825 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,90 CHF | 1,91 CHF | 42 000 | 42 000 | 42 032 | 42 032 | 80 888 CHF | 81 308 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 42 000 | 42 000 | 42 491 | 42 491 | 83 264 CHF | 83 690 CHF | 100,00% | 100,00% |