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 | 0,81% | 2,49 CHF | 2,51 CHF | 50 000 | 50 000 | 49 834 | 49 834 | 123 131 CHF | 124 128 CHF | 100,00% | 100,00% |
19/11/2024 | 0,79% | 2,43 CHF | 2,45 CHF | 50 000 | 50 000 | 49 302 | 49 302 | 124 630 CHF | 125 616 CHF | 92,70% | 97,63% |
18/11/2024 | 0,74% | 2,72 CHF | 2,74 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 129 534 CHF | 130 494 CHF | 100,00% | 100,00% |
15/11/2024 | 0,73% | 2,71 CHF | 2,73 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 130 538 CHF | 131 498 CHF | 100,00% | 100,00% |
14/11/2024 | 0,72% | 2,80 CHF | 2,82 CHF | 47 000 | 47 000 | 47 280 | 47 280 | 131 078 CHF | 132 023 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 2,76 CHF | 2,78 CHF | 48 000 | 48 000 | 47 870 | 47 870 | 129 885 CHF | 130 843 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 2,84 CHF | 2,86 CHF | 47 000 | 47 000 | 46 919 | 46 919 | 135 279 CHF | 136 218 CHF | 100,00% | 100,00% |
11/11/2024 | 0,67% | 2,93 CHF | 2,95 CHF | 46 000 | 46 000 | 46 000 | 46 000 | 137 164 CHF | 138 084 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 2,91 CHF | 2,93 CHF | 46 000 | 46 000 | 46 905 | 46 905 | 135 285 CHF | 136 223 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 2,86 CHF | 2,88 CHF | 47 000 | 47 000 | 46 310 | 46 310 | 135 089 CHF | 136 016 CHF | 100,00% | 100,00% |