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 | 0,70% | 2,84 CHF | 2,86 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 48 303 CHF | 48 643 CHF | 99,43% | 99,43% |
19/11/2024 | 0,72% | 2,76 CHF | 2,78 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 46 903 CHF | 47 243 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 2,86 CHF | 2,88 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 48 570 CHF | 48 910 CHF | 99,88% | 99,88% |
15/11/2024 | 0,68% | 2,88 CHF | 2,90 CHF | 17 000 | 17 000 | 16 864 | 16 864 | 49 079 CHF | 49 416 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 2,96 CHF | 2,98 CHF | 16 000 | 16 000 | 16 990 | 16 990 | 49 041 CHF | 49 381 CHF | 98,59% | 98,59% |
13/11/2024 | 0,72% | 2,83 CHF | 2,85 CHF | 17 000 | 17 000 | 17 000 | 17 000 | 47 193 CHF | 47 533 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 2,90 CHF | 2,92 CHF | 17 000 | 17 000 | 16 150 | 16 150 | 47 924 CHF | 48 247 CHF | 99,88% | 99,88% |
11/11/2024 | 0,66% | 3,02 CHF | 3,04 CHF | 16 000 | 16 000 | 16 000 | 16 000 | 48 099 CHF | 48 419 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 2,92 CHF | 2,94 CHF | 17 000 | 17 000 | 16 968 | 16 968 | 49 605 CHF | 49 944 CHF | 98,30% | 98,30% |
07/11/2024 | 0,67% | 2,97 CHF | 2,99 CHF | 16 000 | 16 000 | 16 264 | 16 264 | 48 173 CHF | 48 498 CHF | 100,00% | 100,00% |