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 | 0,36% | 2,77 CHF | 2,78 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 147 670 CHF | 148 200 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 2,78 CHF | 2,79 CHF | 53 000 | 53 000 | 52 377 | 52 377 | 148 625 CHF | 149 149 CHF | 99,90% | 99,90% |
18/11/2024 | 0,36% | 2,90 CHF | 2,91 CHF | 52 000 | 52 000 | 52 843 | 52 843 | 147 078 CHF | 147 607 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 53 000 | 53 000 | 53 066 | 53 066 | 147 392 CHF | 147 922 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 2,89 CHF | 2,90 CHF | 52 000 | 52 000 | 52 697 | 52 697 | 149 433 CHF | 149 960 CHF | 100,00% | 100,00% |
13/11/2024 | 0,37% | 2,98 CHF | 2,99 CHF | 52 000 | 52 000 | 53 301 | 53 301 | 145 645 CHF | 146 178 CHF | 100,00% | 100,00% |
12/11/2024 | 0,31% | 2,96 CHF | 2,97 CHF | 52 000 | 52 000 | 49 993 | 49 993 | 163 562 CHF | 164 062 CHF | 99,77% | 99,77% |
11/11/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 167 822 CHF | 168 312 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 3,33 CHF | 3,34 CHF | 49 000 | 49 000 | 49 780 | 49 780 | 164 662 CHF | 165 160 CHF | 98,96% | 98,96% |
07/11/2024 | 0,30% | 3,32 CHF | 3,33 CHF | 50 000 | 50 000 | 49 122 | 49 122 | 164 245 CHF | 164 736 CHF | 100,00% | 100,00% |