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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 36 000 | 36 000 | 35 801 | 35 801 | 71 446 CHF | 71 804 CHF | 99,64% | 99,64% |
20/11/2024 | 0,57% | 1,70 CHF | 1,71 CHF | 38 000 | 38 000 | 37 222 | 37 222 | 64 935 CHF | 65 307 CHF | 99,44% | 99,44% |
19/11/2024 | 0,63% | 1,62 CHF | 1,63 CHF | 38 000 | 38 000 | 38 196 | 38 196 | 60 626 CHF | 61 008 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 38 000 | 38 000 | 37 149 | 37 149 | 65 509 CHF | 65 881 CHF | 99,88% | 99,88% |
15/11/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 66 145 CHF | 66 515 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 65 828 CHF | 66 198 CHF | 98,58% | 98,58% |
13/11/2024 | 0,57% | 1,77 CHF | 1,78 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 64 670 CHF | 65 040 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 37 000 | 37 000 | 36 978 | 36 978 | 67 600 CHF | 67 969 CHF | 99,90% | 99,90% |
11/11/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 70 067 CHF | 70 427 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 69 178 CHF | 69 538 CHF | 98,30% | 98,30% |