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 | 0,40% | 2,43 CHF | 2,44 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 135 449 CHF | 135 994 CHF | 99,47% | 99,47% |
19/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 136 333 CHF | 136 877 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 138 926 CHF | 139 456 CHF | 99,89% | 99,89% |
15/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 138 449 CHF | 138 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 137 589 CHF | 138 129 CHF | 98,68% | 98,68% |
13/11/2024 | 0,39% | 2,50 CHF | 2,51 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 137 326 CHF | 137 867 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 138 412 CHF | 138 947 CHF | 99,88% | 99,88% |
11/11/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 140 539 CHF | 141 069 CHF | 100,00% | 100,00% |
08/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 54 000 | 54 000 | 53 962 | 53 962 | 138 197 CHF | 138 736 CHF | 99,04% | 99,04% |
07/11/2024 | 0,38% | 2,56 CHF | 2,57 CHF | 54 000 | 54 000 | 52 874 | 52 874 | 138 996 CHF | 139 525 CHF | 100,00% | 100,00% |