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 | 0,66% | 2,74 CHF | 2,75 CHF | 58 000 | 58 000 | 26 294 | 26 294 | 71 985 CHF | 72 385 CHF | 99,33% | 99,33% |
19/11/2024 | 0,66% | 2,73 CHF | 2,74 CHF | 58 000 | 58 000 | 26 258 | 26 258 | 71 634 CHF | 72 034 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 2,80 CHF | 2,81 CHF | 57 000 | 57 000 | 25 876 | 25 876 | 72 974 CHF | 73 368 CHF | 99,80% | 99,80% |
15/11/2024 | 0,65% | 2,83 CHF | 2,84 CHF | 57 000 | 57 000 | 26 021 | 26 021 | 72 671 CHF | 73 069 CHF | 99,72% | 99,72% |
14/11/2024 | 0,63% | 2,86 CHF | 2,87 CHF | 57 000 | 57 000 | 25 347 | 25 347 | 73 012 CHF | 73 395 CHF | 98,54% | 98,54% |
13/11/2024 | 0,63% | 2,91 CHF | 2,92 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 73 542 CHF | 73 935 CHF | 100,00% | 100,00% |
12/11/2024 | 0,62% | 2,84 CHF | 2,85 CHF | 57 000 | 57 000 | 25 585 | 25 585 | 73 693 CHF | 74 081 CHF | 99,89% | 99,89% |
11/11/2024 | 0,64% | 2,89 CHF | 2,90 CHF | 57 000 | 57 000 | 25 464 | 25 464 | 73 276 CHF | 73 666 CHF | 99,90% | 99,90% |
08/11/2024 | 0,66% | 2,81 CHF | 2,82 CHF | 58 000 | 58 000 | 26 492 | 26 492 | 72 489 CHF | 72 891 CHF | 99,02% | 99,02% |
07/11/2024 | 0,64% | 2,73 CHF | 2,74 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 73 568 CHF | 73 967 CHF | 100,00% | 100,00% |