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 | 0,44% | 2,14 CHF | 2,15 CHF | 88 000 | 88 000 | 39 017 | 39 017 | 89 010 CHF | 89 401 CHF | 99,90% | 99,90% |
19/11/2024 | 0,47% | 2,32 CHF | 2,33 CHF | 96 700 | 96 700 | 43 389 | 43 389 | 94 751 CHF | 95 185 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 92 200 | 92 200 | 41 090 | 41 090 | 97 803 CHF | 98 215 CHF | 99,90% | 99,90% |
15/11/2024 | 0,59% | 2,48 CHF | 2,49 CHF | 63 900 | 63 900 | 27 575 | 27 575 | 79 544 CHF | 79 959 CHF | 99,69% | 99,69% |
14/11/2024 | 0,55% | 3,41 CHF | 3,43 CHF | 56 200 | 56 200 | 24 473 | 24 473 | 89 148 CHF | 89 639 CHF | 99,54% | 99,54% |
13/11/2024 | 0,58% | 3,45 CHF | 3,46 CHF | 65 600 | 65 600 | 29 506 | 29 506 | 94 618 CHF | 95 065 CHF | 99,74% | 99,74% |
12/11/2024 | 0,62% | 2,83 CHF | 2,84 CHF | 71 900 | 71 900 | 32 099 | 32 099 | 92 907 CHF | 93 393 CHF | 100,00% | 100,00% |
11/11/2024 | 0,58% | 2,90 CHF | 2,91 CHF | 68 400 | 68 400 | 30 330 | 30 330 | 91 754 CHF | 92 212 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 3,09 CHF | 3,10 CHF | 64 000 | 64 000 | 28 562 | 28 562 | 89 301 CHF | 89 733 CHF | 100,00% | 100,00% |
07/11/2024 | 0,61% | 3,29 CHF | 3,30 CHF | 70 200 | 70 200 | 31 383 | 31 383 | 96 759 CHF | 97 233 CHF | 99,33% | 99,33% |