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 | 0,33% | 2,92 CHF | 2,93 CHF | 44 000 | 44 000 | 43 236 | 43 236 | 129 556 CHF | 129 989 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 2,93 CHF | 2,94 CHF | 44 000 | 44 000 | 43 352 | 43 352 | 129 292 CHF | 129 725 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 43 000 | 43 000 | 43 471 | 43 471 | 129 781 CHF | 130 216 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 131 394 CHF | 131 824 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 43 000 | 43 000 | 42 878 | 42 878 | 132 578 CHF | 133 007 CHF | 99,39% | 99,39% |
13/11/2024 | 0,34% | 2,86 CHF | 2,87 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 127 379 CHF | 127 819 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 2,88 CHF | 2,89 CHF | 44 000 | 44 000 | 43 918 | 43 918 | 129 660 CHF | 130 099 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 132 274 CHF | 132 704 CHF | 99,93% | 99,93% |
08/11/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 43 000 | 43 000 | 42 821 | 42 821 | 133 251 CHF | 133 679 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 42 000 | 42 000 | 42 110 | 42 110 | 136 297 CHF | 136 719 CHF | 100,00% | 100,00% |