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 | 0,65% | 2,78 CHF | 2,79 CHF | 58 000 | 58 000 | 26 197 | 26 197 | 72 567 CHF | 72 966 CHF | 99,05% | 99,05% |
19/11/2024 | 0,65% | 2,76 CHF | 2,77 CHF | 58 000 | 58 000 | 26 255 | 26 255 | 72 508 CHF | 72 908 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 2,83 CHF | 2,84 CHF | 57 000 | 57 000 | 25 887 | 25 887 | 73 885 CHF | 74 279 CHF | 99,87% | 99,87% |
15/11/2024 | 0,64% | 2,87 CHF | 2,88 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 73 554 CHF | 73 952 CHF | 99,72% | 99,72% |
14/11/2024 | 0,62% | 2,89 CHF | 2,90 CHF | 57 000 | 57 000 | 25 377 | 25 377 | 73 966 CHF | 74 349 CHF | 98,50% | 98,50% |
13/11/2024 | 0,63% | 2,94 CHF | 2,95 CHF | 56 000 | 56 000 | 25 778 | 25 778 | 74 443 CHF | 74 836 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 2,87 CHF | 2,88 CHF | 57 000 | 57 000 | 25 575 | 25 575 | 74 537 CHF | 74 925 CHF | 99,88% | 99,88% |
11/11/2024 | 0,63% | 2,92 CHF | 2,93 CHF | 57 000 | 57 000 | 25 418 | 25 418 | 73 999 CHF | 74 388 CHF | 99,76% | 99,76% |
08/11/2024 | 0,65% | 2,84 CHF | 2,85 CHF | 58 000 | 58 000 | 26 553 | 26 553 | 73 526 CHF | 73 929 CHF | 98,52% | 98,52% |
07/11/2024 | 0,63% | 2,77 CHF | 2,78 CHF | 59 000 | 59 000 | 26 262 | 26 262 | 74 451 CHF | 74 850 CHF | 100,00% | 100,00% |