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 | 0,38% | 2,57 CHF | 2,58 CHF | 44 000 | 44 000 | 43 236 | 43 236 | 114 117 CHF | 114 549 CHF | 100,00% | 100,00% |
19/11/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 44 000 | 44 000 | 43 351 | 43 351 | 113 848 CHF | 114 282 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,70 CHF | 2,71 CHF | 43 000 | 43 000 | 43 471 | 43 471 | 114 252 CHF | 114 687 CHF | 100,00% | 100,00% |
15/11/2024 | 0,37% | 2,65 CHF | 2,66 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 116 061 CHF | 116 491 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,75 CHF | 2,76 CHF | 43 000 | 43 000 | 42 878 | 42 878 | 117 300 CHF | 117 729 CHF | 99,34% | 99,34% |
13/11/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 111 697 CHF | 112 137 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,52 CHF | 2,53 CHF | 44 000 | 44 000 | 43 918 | 43 918 | 113 996 CHF | 114 436 CHF | 100,00% | 100,00% |
11/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 116 960 CHF | 117 390 CHF | 99,93% | 99,93% |
08/11/2024 | 0,36% | 2,70 CHF | 2,71 CHF | 43 000 | 43 000 | 42 821 | 42 821 | 118 023 CHF | 118 451 CHF | 100,00% | 100,00% |
07/11/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 42 000 | 42 000 | 42 110 | 42 110 | 121 290 CHF | 121 711 CHF | 100,00% | 100,00% |