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 | 0,73% | 2,63 CHF | 2,65 CHF | 29 000 | 29 000 | 28 465 | 28 465 | 77 737 CHF | 78 306 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 2,82 CHF | 2,84 CHF | 28 400 | 28 400 | 28 414 | 28 414 | 79 261 CHF | 79 830 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 2,79 CHF | 2,81 CHF | 28 200 | 28 200 | 27 958 | 27 958 | 79 803 CHF | 80 362 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 2,85 CHF | 2,87 CHF | 29 900 | 29 900 | 29 814 | 29 814 | 83 307 CHF | 83 870 CHF | 100,00% | 100,00% |
14/11/2024 | 0,40% | 2,62 CHF | 2,63 CHF | 32 300 | 32 300 | 32 742 | 32 742 | 81 499 CHF | 81 826 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 32 900 | 32 900 | 32 742 | 32 742 | 79 602 CHF | 79 929 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 32 500 | 32 500 | 32 320 | 32 320 | 79 543 CHF | 79 866 CHF | 100,00% | 100,00% |
11/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 33 800 | 33 800 | 33 769 | 33 769 | 80 454 CHF | 80 791 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 35 100 | 35 100 | 35 045 | 35 045 | 83 406 CHF | 83 756 CHF | 100,00% | 100,00% |
07/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 35 900 | 35 900 | 35 798 | 35 798 | 81 170 CHF | 81 528 CHF | 100,00% | 100,00% |