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 | 0,44% | 2,22 CHF | 2,23 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 125 908 CHF | 126 468 CHF | 99,43% | 99,43% |
19/11/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 56 000 | 56 000 | 56 526 | 56 526 | 125 603 CHF | 126 168 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 126 978 CHF | 127 538 CHF | 99,88% | 99,88% |
15/11/2024 | 0,44% | 2,24 CHF | 2,25 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 126 160 CHF | 126 720 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,22 CHF | 2,23 CHF | 56 000 | 56 000 | 58 616 | 58 616 | 128 318 CHF | 128 904 CHF | 98,52% | 98,52% |
13/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 60 000 | 60 000 | 58 264 | 58 264 | 127 587 CHF | 128 170 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 126 322 CHF | 126 882 CHF | 99,90% | 99,90% |
11/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 128 257 CHF | 128 817 CHF | 100,00% | 100,00% |
08/11/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 126 503 CHF | 127 063 CHF | 99,05% | 99,05% |
07/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 129 789 CHF | 130 349 CHF | 100,00% | 100,00% |