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 | 0,72% | 2,68 CHF | 2,70 CHF | 45 000 | 45 000 | 44 296 | 44 296 | 123 339 CHF | 124 225 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 2,83 CHF | 2,85 CHF | 44 000 | 44 000 | 44 425 | 44 425 | 124 506 CHF | 125 395 CHF | 99,85% | 99,85% |
18/11/2024 | 0,71% | 2,87 CHF | 2,89 CHF | 44 000 | 44 000 | 44 179 | 44 179 | 124 812 CHF | 125 695 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 2,97 CHF | 2,99 CHF | 43 000 | 43 000 | 42 721 | 42 721 | 131 928 CHF | 132 782 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 3,24 CHF | 3,26 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 135 758 CHF | 136 598 CHF | 100,00% | 100,00% |
13/11/2024 | 0,64% | 3,09 CHF | 3,11 CHF | 43 000 | 43 000 | 42 745 | 42 745 | 132 591 CHF | 133 445 CHF | 100,00% | 100,00% |
12/11/2024 | 0,61% | 3,19 CHF | 3,21 CHF | 42 000 | 42 000 | 41 888 | 41 888 | 136 551 CHF | 137 388 CHF | 99,87% | 99,87% |
11/11/2024 | 0,60% | 3,32 CHF | 3,34 CHF | 41 000 | 41 000 | 41 064 | 41 064 | 137 247 CHF | 138 068 CHF | 100,00% | 100,00% |
08/11/2024 | 0,62% | 3,26 CHF | 3,28 CHF | 42 000 | 42 000 | 41 993 | 41 993 | 135 918 CHF | 136 758 CHF | 98,91% | 98,91% |
07/11/2024 | 0,61% | 3,25 CHF | 3,27 CHF | 42 000 | 42 000 | 41 931 | 41 931 | 136 302 CHF | 137 140 CHF | 100,00% | 100,00% |