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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 46 000 | 46 000 | 45 981 | 45 981 | 127 623 CHF | 128 083 CHF | 100,00% | 100,00% |
22/11/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 46 000 | 46 000 | 46 639 | 46 639 | 126 300 CHF | 126 766 CHF | 99,64% | 99,64% |
20/11/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 125 703 CHF | 126 183 CHF | 99,44% | 99,44% |
19/11/2024 | 0,39% | 2,56 CHF | 2,57 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 124 191 CHF | 124 671 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 119 844 CHF | 120 324 CHF | 99,88% | 99,88% |
15/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 392 CHF | 119 892 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 398 CHF | 115 898 CHF | 98,58% | 98,58% |
13/11/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 588 CHF | 118 088 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 958 CHF | 119 458 CHF | 99,90% | 99,90% |
11/11/2024 | 0,40% | 2,45 CHF | 2,46 CHF | 48 000 | 48 000 | 48 004 | 48 004 | 118 792 CHF | 119 272 CHF | 100,00% | 100,00% |