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 | 0,79% | 2,54 CHF | 2,56 CHF | 39 000 | 39 000 | 39 000 | 39 000 | 98 773 CHF | 99 553 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 2,53 CHF | 2,55 CHF | 39 000 | 39 000 | 39 011 | 39 011 | 97 577 CHF | 98 357 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 2,42 CHF | 2,44 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 96 010 CHF | 96 810 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 2,37 CHF | 2,39 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 95 587 CHF | 96 387 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 2,52 CHF | 2,54 CHF | 39 000 | 39 000 | 39 009 | 39 009 | 97 267 CHF | 98 048 CHF | 100,00% | 100,00% |
13/11/2024 | 2,15% | 2,46 CHF | 2,48 CHF | 40 000 | 40 000 | 19 791 | 19 791 | 48 940 CHF | 49 787 CHF | 100,00% | 100,00% |
12/11/2024 | 0,76% | 2,60 CHF | 2,62 CHF | 39 000 | 39 000 | 38 998 | 38 998 | 102 819 CHF | 103 599 CHF | 100,00% | 100,00% |
11/11/2024 | 0,73% | 2,72 CHF | 2,74 CHF | 38 000 | 38 000 | 38 000 | 38 000 | 103 906 CHF | 104 666 CHF | 100,00% | 100,00% |
08/11/2024 | 0,76% | 2,62 CHF | 2,64 CHF | 39 000 | 39 000 | 38 846 | 38 846 | 102 429 CHF | 103 206 CHF | 99,19% | 99,19% |
07/11/2024 | 0,75% | 2,63 CHF | 2,65 CHF | 39 000 | 39 000 | 38 630 | 38 630 | 102 903 CHF | 103 676 CHF | 100,00% | 100,00% |