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 | 0,42% | 2,31 CHF | 2,32 CHF | 55 000 | 55 000 | 54 563 | 54 563 | 128 458 CHF | 129 003 CHF | 99,48% | 99,48% |
19/11/2024 | 0,42% | 2,39 CHF | 2,40 CHF | 54 000 | 54 000 | 54 323 | 54 323 | 129 402 CHF | 129 946 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 132 127 CHF | 132 657 CHF | 99,89% | 99,89% |
15/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 53 000 | 53 000 | 53 081 | 53 081 | 131 667 CHF | 132 198 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 54 000 | 54 000 | 53 972 | 53 972 | 130 668 CHF | 131 208 CHF | 98,50% | 98,50% |
13/11/2024 | 0,41% | 2,38 CHF | 2,39 CHF | 54 000 | 54 000 | 54 109 | 54 109 | 130 375 CHF | 130 916 CHF | 100,00% | 100,00% |
12/11/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 54 000 | 54 000 | 53 499 | 53 499 | 131 549 CHF | 132 084 CHF | 99,88% | 99,88% |
11/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 53 000 | 53 000 | 53 000 | 53 000 | 133 798 CHF | 134 328 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 2,44 CHF | 2,45 CHF | 54 000 | 54 000 | 53 963 | 53 963 | 131 287 CHF | 131 827 CHF | 99,04% | 99,04% |
07/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 54 000 | 54 000 | 52 875 | 52 875 | 132 165 CHF | 132 694 CHF | 100,00% | 100,00% |