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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,63% | 2,83 CHF | 2,84 CHF | 56 000 | 56 000 | 24 862 | 24 862 | 70 860 CHF | 71 236 CHF | 100,00% | 100,00% |
22/11/2024 | 0,65% | 2,81 CHF | 2,82 CHF | 56 000 | 56 000 | 25 650 | 25 650 | 71 292 CHF | 71 683 CHF | 99,64% | 99,64% |
20/11/2024 | 0,68% | 2,63 CHF | 2,64 CHF | 58 000 | 58 000 | 26 293 | 26 293 | 68 999 CHF | 69 399 CHF | 99,33% | 99,33% |
19/11/2024 | 0,69% | 2,62 CHF | 2,63 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 68 689 CHF | 69 088 CHF | 100,00% | 100,00% |
18/11/2024 | 0,66% | 2,69 CHF | 2,70 CHF | 57 000 | 57 000 | 25 876 | 25 876 | 70 056 CHF | 70 450 CHF | 99,80% | 99,80% |
15/11/2024 | 0,67% | 2,72 CHF | 2,73 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 69 729 CHF | 70 127 CHF | 99,72% | 99,72% |
14/11/2024 | 0,65% | 2,75 CHF | 2,76 CHF | 57 000 | 57 000 | 25 348 | 25 348 | 70 139 CHF | 70 522 CHF | 98,59% | 98,59% |
13/11/2024 | 0,66% | 2,79 CHF | 2,80 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 70 670 CHF | 71 063 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 2,73 CHF | 2,74 CHF | 57 000 | 57 000 | 25 574 | 25 574 | 70 801 CHF | 71 189 CHF | 99,88% | 99,88% |
11/11/2024 | 0,67% | 2,78 CHF | 2,79 CHF | 57 000 | 57 000 | 25 461 | 25 461 | 70 433 CHF | 70 822 CHF | 99,90% | 99,90% |