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 | 0,42% | 2,50 CHF | 2,51 CHF | 81 300 | 81 300 | 36 513 | 36 513 | 88 258 CHF | 88 624 CHF | 99,90% | 99,90% |
19/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 79 900 | 79 900 | 35 473 | 35 473 | 85 604 CHF | 85 959 CHF | 100,00% | 100,00% |
18/11/2024 | 0,59% | 2,55 CHF | 2,56 CHF | 75 600 | 75 600 | 32 736 | 32 736 | 85 527 CHF | 85 952 CHF | 99,63% | 99,63% |
15/11/2024 | 0,70% | 2,55 CHF | 2,56 CHF | 87 300 | 87 300 | 28 845 | 28 845 | 69 089 CHF | 69 437 CHF | 98,89% | 98,89% |
14/11/2024 | 0,92% | 2,33 CHF | 2,34 CHF | 103 900 | 103 900 | 34 844 | 34 844 | 79 590 CHF | 79 983 CHF | 95,14% | 95,14% |
13/11/2024 | 0,62% | 1,68 CHF | 1,69 CHF | 120 600 | 120 600 | 53 900 | 53 900 | 89 010 CHF | 89 550 CHF | 99,78% | 99,78% |
12/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 122 500 | 122 500 | 54 296 | 54 296 | 87 411 CHF | 87 955 CHF | 100,00% | 100,00% |
11/11/2024 | 0,66% | 1,59 CHF | 1,60 CHF | 129 000 | 129 000 | 57 893 | 57 893 | 90 715 CHF | 91 295 CHF | 99,90% | 99,90% |
08/11/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 132 300 | 132 300 | 59 131 | 59 131 | 88 153 CHF | 88 745 CHF | 100,00% | 100,00% |
07/11/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 132 400 | 132 400 | 58 856 | 58 856 | 89 224 CHF | 89 813 CHF | 99,85% | 99,85% |