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 | 0,44% | 2,22 CHF | 2,23 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 123 789 CHF | 124 335 CHF | 99,44% | 99,44% |
19/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 124 746 CHF | 125 289 CHF | 100,00% | 100,00% |
18/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 127 553 CHF | 128 083 CHF | 99,88% | 99,88% |
15/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 127 048 CHF | 127 579 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 126 046 CHF | 126 586 CHF | 98,60% | 98,60% |
13/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 125 715 CHF | 126 257 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,31 CHF | 2,32 CHF | 54 000 | 54 000 | 53 498 | 53 498 | 126 956 CHF | 127 491 CHF | 99,90% | 99,90% |
11/11/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 129 173 CHF | 129 703 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 126 671 CHF | 127 210 CHF | 99,05% | 99,05% |
07/11/2024 | 0,41% | 2,35 CHF | 2,36 CHF | 54 000 | 54 000 | 52 875 | 52 875 | 127 592 CHF | 128 121 CHF | 100,00% | 100,00% |