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 | 0,46% | 2,13 CHF | 2,14 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 120 554 CHF | 121 114 CHF | 99,49% | 99,49% |
19/11/2024 | 0,47% | 2,14 CHF | 2,15 CHF | 56 000 | 56 000 | 56 528 | 56 528 | 120 203 CHF | 120 768 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 121 574 CHF | 122 134 CHF | 99,90% | 99,90% |
15/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 120 894 CHF | 121 454 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 56 000 | 56 000 | 58 616 | 58 616 | 122 675 CHF | 123 261 CHF | 98,67% | 98,67% |
13/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 60 000 | 60 000 | 58 264 | 58 264 | 121 928 CHF | 122 511 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,13 CHF | 2,14 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 120 956 CHF | 121 516 CHF | 99,88% | 99,88% |
11/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 122 894 CHF | 123 454 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 121 273 CHF | 121 833 CHF | 99,04% | 99,04% |
07/11/2024 | 0,45% | 2,18 CHF | 2,19 CHF | 56 000 | 56 000 | 56 000 | 56 000 | 124 539 CHF | 125 099 CHF | 100,00% | 100,00% |