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 | 0,35% | 2,79 CHF | 2,80 CHF | 44 000 | 44 000 | 43 236 | 43 236 | 123 896 CHF | 124 328 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,80 CHF | 2,81 CHF | 44 000 | 44 000 | 43 352 | 43 352 | 123 656 CHF | 124 090 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 43 000 | 43 000 | 43 471 | 43 471 | 124 130 CHF | 124 565 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 125 758 CHF | 126 188 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 2,97 CHF | 2,98 CHF | 43 000 | 43 000 | 42 878 | 42 878 | 127 004 CHF | 127 433 CHF | 99,39% | 99,39% |
13/11/2024 | 0,36% | 2,73 CHF | 2,74 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 121 659 CHF | 122 099 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,75 CHF | 2,76 CHF | 44 000 | 44 000 | 43 918 | 43 918 | 123 909 CHF | 124 348 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 126 684 CHF | 127 114 CHF | 99,93% | 99,93% |
08/11/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 43 000 | 43 000 | 42 821 | 42 821 | 127 684 CHF | 128 113 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 42 000 | 42 000 | 42 110 | 42 110 | 130 782 CHF | 131 203 CHF | 100,00% | 100,00% |