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 | 0,63% | 2,88 CHF | 2,89 CHF | 58 000 | 58 000 | 26 198 | 26 198 | 75 384 CHF | 75 783 CHF | 99,06% | 99,06% |
19/11/2024 | 0,63% | 2,87 CHF | 2,88 CHF | 58 000 | 58 000 | 26 255 | 26 255 | 75 282 CHF | 75 682 CHF | 100,00% | 100,00% |
18/11/2024 | 0,60% | 2,94 CHF | 2,95 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 76 642 CHF | 77 036 CHF | 99,87% | 99,87% |
15/11/2024 | 0,61% | 2,97 CHF | 2,98 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 76 333 CHF | 76 731 CHF | 99,72% | 99,72% |
14/11/2024 | 0,60% | 3,00 CHF | 3,01 CHF | 57 000 | 57 000 | 25 346 | 25 346 | 76 577 CHF | 76 960 CHF | 98,67% | 98,67% |
13/11/2024 | 0,61% | 3,05 CHF | 3,06 CHF | 56 000 | 56 000 | 25 778 | 25 778 | 77 149 CHF | 77 542 CHF | 100,00% | 100,00% |
12/11/2024 | 0,59% | 2,98 CHF | 2,99 CHF | 57 000 | 57 000 | 25 574 | 25 574 | 77 228 CHF | 77 615 CHF | 99,88% | 99,88% |
11/11/2024 | 0,61% | 3,03 CHF | 3,04 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 76 690 CHF | 77 079 CHF | 99,76% | 99,76% |
08/11/2024 | 0,63% | 2,95 CHF | 2,96 CHF | 58 000 | 58 000 | 26 553 | 26 553 | 76 306 CHF | 76 708 CHF | 98,52% | 98,52% |
07/11/2024 | 0,61% | 2,87 CHF | 2,88 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 77 201 CHF | 77 600 CHF | 100,00% | 100,00% |