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 | 0,40% | 2,35 CHF | 2,36 CHF | 35 200 | 35 200 | 35 131 | 35 131 | 87 477 CHF | 87 828 CHF | 99,44% | 99,44% |
19/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 31 500 | 31 500 | 31 249 | 31 249 | 69 251 CHF | 69 564 CHF | 99,41% | 99,41% |
18/11/2024 | 0,38% | 2,70 CHF | 2,71 CHF | 32 300 | 32 300 | 32 167 | 32 167 | 85 028 CHF | 85 350 CHF | 99,88% | 99,88% |
15/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 34 400 | 34 400 | 34 258 | 34 258 | 86 663 CHF | 87 005 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,45 CHF | 2,46 CHF | 39 400 | 39 400 | 39 678 | 39 678 | 91 710 CHF | 92 107 CHF | 98,50% | 98,50% |
13/11/2024 | 0,45% | 1,94 CHF | 1,95 CHF | 36 100 | 36 100 | 35 860 | 35 860 | 79 321 CHF | 79 679 CHF | 100,00% | 100,00% |
12/11/2024 | 0,39% | 2,24 CHF | 2,25 CHF | 30 900 | 30 900 | 30 072 | 30 072 | 76 426 CHF | 76 727 CHF | 99,88% | 99,88% |
11/11/2024 | 0,39% | 2,79 CHF | 2,80 CHF | 38 100 | 38 100 | 38 057 | 38 057 | 96 841 CHF | 97 222 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,08 CHF | 2,09 CHF | 30 900 | 30 900 | 30 672 | 30 672 | 68 246 CHF | 68 553 CHF | 98,51% | 98,51% |
07/11/2024 | 0,33% | 2,86 CHF | 2,87 CHF | 27 700 | 27 700 | 27 021 | 27 021 | 82 664 CHF | 82 935 CHF | 99,79% | 99,79% |