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 | 0,78% | 2,56 CHF | 2,58 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 43 617 CHF | 43 957 CHF | 99,44% | 99,44% |
19/11/2024 | 0,80% | 2,48 CHF | 2,50 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 42 226 CHF | 42 566 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 2,59 CHF | 2,61 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 43 880 CHF | 44 220 CHF | 99,88% | 99,88% |
15/11/2024 | 0,76% | 2,61 CHF | 2,63 CHF | 17 000 | 17 000 | 16 864 | 16 864 | 44 433 CHF | 44 770 CHF | 100,00% | 100,00% |
14/11/2024 | 0,76% | 2,68 CHF | 2,70 CHF | 16 000 | 16 000 | 16 990 | 16 990 | 44 363 CHF | 44 703 CHF | 98,56% | 98,56% |
13/11/2024 | 0,80% | 2,55 CHF | 2,57 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 42 507 CHF | 42 847 CHF | 100,00% | 100,00% |
12/11/2024 | 0,74% | 2,63 CHF | 2,65 CHF | 17 000 | 17 000 | 16 150 | 16 150 | 43 478 CHF | 43 801 CHF | 99,88% | 99,88% |
11/11/2024 | 0,73% | 2,74 CHF | 2,76 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 43 700 CHF | 44 020 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 2,64 CHF | 2,66 CHF | 17 000 | 17 000 | 16 969 | 16 969 | 44 937 CHF | 45 276 CHF | 98,30% | 98,30% |
07/11/2024 | 0,74% | 2,69 CHF | 2,71 CHF | 16 000 | 16 000 | 16 264 | 16 264 | 43 695 CHF | 44 020 CHF | 100,00% | 100,00% |