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 | 0,36% | 2,75 CHF | 2,76 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 117 015 CHF | 117 435 CHF | 99,48% | 99,48% |
19/11/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 113 731 CHF | 114 151 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 114 490 CHF | 114 910 CHF | 99,89% | 99,89% |
15/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 112 546 CHF | 112 973 CHF | 100,00% | 100,00% |
14/11/2024 | 0,38% | 2,74 CHF | 2,75 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 112 945 CHF | 113 373 CHF | 98,58% | 98,58% |
13/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 115 086 CHF | 115 506 CHF | 100,00% | 100,00% |
12/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 113 554 CHF | 113 975 CHF | 99,88% | 99,88% |
11/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 117 494 CHF | 117 913 CHF | 100,00% | 100,00% |
08/11/2024 | 0,36% | 2,79 CHF | 2,80 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 116 934 CHF | 117 354 CHF | 98,29% | 98,29% |
07/11/2024 | 0,35% | 2,83 CHF | 2,84 CHF | 42 000 | 42 000 | 41 473 | 41 473 | 118 374 CHF | 118 789 CHF | 100,00% | 100,00% |