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 | 0,84% | 2,25 CHF | 2,27 CHF | 45 000 | 45 000 | 44 296 | 44 296 | 104 438 CHF | 105 324 CHF | 100,00% | 100,00% |
19/11/2024 | 0,84% | 2,40 CHF | 2,42 CHF | 44 000 | 44 000 | 44 425 | 44 425 | 105 537 CHF | 106 426 CHF | 99,86% | 99,86% |
18/11/2024 | 0,83% | 2,44 CHF | 2,46 CHF | 44 000 | 44 000 | 44 179 | 44 179 | 105 942 CHF | 106 825 CHF | 100,00% | 100,00% |
15/11/2024 | 0,75% | 2,54 CHF | 2,56 CHF | 43 000 | 43 000 | 42 721 | 42 721 | 113 679 CHF | 114 533 CHF | 100,00% | 100,00% |
14/11/2024 | 0,71% | 2,82 CHF | 2,84 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 117 824 CHF | 118 664 CHF | 100,00% | 100,00% |
13/11/2024 | 0,74% | 2,66 CHF | 2,68 CHF | 43 000 | 43 000 | 42 745 | 42 745 | 114 351 CHF | 115 206 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 2,76 CHF | 2,78 CHF | 42 000 | 42 000 | 41 888 | 41 888 | 118 657 CHF | 119 495 CHF | 99,88% | 99,88% |
11/11/2024 | 0,68% | 2,89 CHF | 2,91 CHF | 41 000 | 41 000 | 41 064 | 41 064 | 119 728 CHF | 120 549 CHF | 100,00% | 100,00% |
08/11/2024 | 0,71% | 2,84 CHF | 2,86 CHF | 42 000 | 42 000 | 41 993 | 41 993 | 118 016 CHF | 118 856 CHF | 98,90% | 98,90% |
07/11/2024 | 0,71% | 2,83 CHF | 2,85 CHF | 42 000 | 42 000 | 41 932 | 41 932 | 118 413 CHF | 119 251 CHF | 100,00% | 100,00% |