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 | 0,38% | 2,61 CHF | 2,62 CHF | 30 000 | 30 000 | 29 525 | 29 525 | 78 327 CHF | 78 623 CHF | 97,90% | 97,90% |
19/11/2024 | 0,40% | 2,55 CHF | 2,56 CHF | 30 000 | 30 000 | 29 004 | 29 004 | 75 179 CHF | 75 470 CHF | 97,61% | 97,61% |
18/11/2024 | 0,42% | 2,50 CHF | 2,51 CHF | 30 000 | 30 000 | 29 955 | 29 955 | 72 139 CHF | 72 438 CHF | 99,68% | 99,68% |
15/11/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 30 000 | 30 000 | 29 582 | 29 582 | 64 760 CHF | 65 056 CHF | 98,86% | 98,86% |
14/11/2024 | 0,50% | 2,16 CHF | 2,17 CHF | 30 000 | 30 000 | 29 517 | 29 517 | 59 890 CHF | 60 186 CHF | 96,60% | 96,60% |
13/11/2024 | 0,48% | 2,13 CHF | 2,14 CHF | 30 000 | 30 000 | 29 366 | 29 366 | 62 178 CHF | 62 472 CHF | 99,51% | 99,51% |
12/11/2024 | 0,47% | 2,06 CHF | 2,07 CHF | 30 000 | 30 000 | 29 503 | 29 503 | 63 988 CHF | 64 284 CHF | 98,99% | 98,99% |
11/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 30 000 | 30 000 | 29 271 | 29 271 | 69 010 CHF | 69 303 CHF | 96,96% | 96,96% |
08/11/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 30 000 | 30 000 | 29 631 | 29 631 | 56 400 CHF | 56 698 CHF | 96,70% | 96,70% |
07/11/2024 | 0,51% | 2,02 CHF | 2,03 CHF | 30 000 | 30 000 | 29 261 | 29 261 | 59 128 CHF | 59 421 CHF | 97,36% | 98,28% |