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 | 0,87% | 2,31 CHF | 2,33 CHF | 39 000 | 39 000 | 39 000 | 39 000 | 89 717 CHF | 90 497 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 2,30 CHF | 2,32 CHF | 39 000 | 39 000 | 39 011 | 39 011 | 88 510 CHF | 89 290 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 2,18 CHF | 2,20 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 86 688 CHF | 87 488 CHF | 100,00% | 100,00% |
15/11/2024 | 0,92% | 2,14 CHF | 2,16 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 86 264 CHF | 87 064 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 2,29 CHF | 2,31 CHF | 39 000 | 39 000 | 39 008 | 39 008 | 88 200 CHF | 88 980 CHF | 100,00% | 100,00% |
13/11/2024 | 2,37% | 2,23 CHF | 2,25 CHF | 40 000 | 40 000 | 19 791 | 19 791 | 44 337 CHF | 45 184 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 2,37 CHF | 2,39 CHF | 39 000 | 39 000 | 38 998 | 38 998 | 93 785 CHF | 94 565 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 2,49 CHF | 2,51 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 95 141 CHF | 95 901 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 2,38 CHF | 2,40 CHF | 39 000 | 39 000 | 38 846 | 38 846 | 93 446 CHF | 94 223 CHF | 99,18% | 99,18% |
07/11/2024 | 0,82% | 2,40 CHF | 2,42 CHF | 39 000 | 39 000 | 38 631 | 38 631 | 93 971 CHF | 94 744 CHF | 100,00% | 100,00% |