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% | 2,28 CHF | 2,29 CHF | 24 900 | 24 900 | 24 232 | 24 232 | 52 667 CHF | 52 909 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,18 CHF | 2,19 CHF | 24 900 | 24 900 | 25 365 | 25 365 | 58 576 CHF | 58 829 CHF | 100,00% | 100,00% |
18/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 27 200 | 27 200 | 27 000 | 27 000 | 55 889 CHF | 56 159 CHF | 100,00% | 100,00% |
15/11/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 22 800 | 22 800 | 22 850 | 22 850 | 46 176 CHF | 46 404 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,23 CHF | 2,24 CHF | 22 000 | 22 000 | 22 192 | 22 192 | 51 082 CHF | 51 304 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,37 CHF | 2,38 CHF | 25 000 | 25 000 | 24 368 | 24 368 | 55 274 CHF | 55 517 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 2,19 CHF | 2,20 CHF | 25 900 | 25 900 | 25 793 | 25 793 | 54 942 CHF | 55 200 CHF | 99,86% | 99,86% |
11/11/2024 | 0,47% | 2,05 CHF | 2,06 CHF | 24 000 | 24 000 | 24 574 | 24 574 | 52 069 CHF | 52 314 CHF | 99,70% | 99,70% |
08/11/2024 | 0,47% | 2,17 CHF | 2,18 CHF | 23 400 | 23 400 | 23 197 | 23 197 | 49 361 CHF | 49 593 CHF | 99,22% | 99,22% |
07/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 24 000 | 24 000 | 23 901 | 23 901 | 52 971 CHF | 53 210 CHF | 100,00% | 100,00% |