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 | 0,41% | 2,40 CHF | 2,41 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 133 366 CHF | 133 912 CHF | 99,43% | 99,43% |
19/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 134 280 CHF | 134 823 CHF | 100,00% | 100,00% |
18/11/2024 | 0,39% | 2,59 CHF | 2,60 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 136 884 CHF | 137 414 CHF | 99,88% | 99,88% |
15/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 136 447 CHF | 136 978 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 135 530 CHF | 136 069 CHF | 98,59% | 98,59% |
13/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 135 253 CHF | 135 794 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,49 CHF | 2,50 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 136 359 CHF | 136 894 CHF | 99,88% | 99,88% |
11/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 138 509 CHF | 139 039 CHF | 100,00% | 100,00% |
08/11/2024 | 0,40% | 2,53 CHF | 2,54 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 136 111 CHF | 136 651 CHF | 99,05% | 99,05% |
07/11/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 136 953 CHF | 137 482 CHF | 100,00% | 100,00% |