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 | 0,77% | 2,46 CHF | 2,48 CHF | 45 000 | 45 000 | 44 296 | 44 296 | 113 961 CHF | 114 847 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 2,62 CHF | 2,64 CHF | 44 000 | 44 000 | 44 425 | 44 425 | 115 090 CHF | 115 978 CHF | 99,88% | 99,88% |
18/11/2024 | 0,76% | 2,65 CHF | 2,67 CHF | 44 000 | 44 000 | 44 179 | 44 179 | 115 459 CHF | 116 342 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 2,75 CHF | 2,77 CHF | 43 000 | 43 000 | 42 721 | 42 721 | 122 892 CHF | 123 746 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 3,03 CHF | 3,05 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 126 873 CHF | 127 713 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 2,87 CHF | 2,89 CHF | 43 000 | 43 000 | 42 745 | 42 745 | 123 526 CHF | 124 381 CHF | 100,00% | 100,00% |
12/11/2024 | 0,65% | 2,98 CHF | 3,00 CHF | 42 000 | 42 000 | 41 888 | 41 888 | 127 660 CHF | 128 497 CHF | 99,90% | 99,90% |
11/11/2024 | 0,64% | 3,11 CHF | 3,13 CHF | 41 000 | 41 000 | 41 064 | 41 064 | 128 559 CHF | 129 380 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 3,05 CHF | 3,07 CHF | 42 000 | 42 000 | 41 993 | 41 993 | 127 020 CHF | 127 860 CHF | 98,90% | 98,90% |
07/11/2024 | 0,66% | 3,04 CHF | 3,06 CHF | 42 000 | 42 000 | 41 931 | 41 931 | 127 429 CHF | 128 268 CHF | 100,00% | 100,00% |