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 | 0,72% | 2,49 CHF | 2,50 CHF | 58 000 | 58 000 | 26 197 | 26 197 | 65 184 CHF | 65 583 CHF | 99,06% | 99,06% |
19/11/2024 | 0,73% | 2,48 CHF | 2,49 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 65 128 CHF | 65 528 CHF | 100,00% | 100,00% |
18/11/2024 | 0,70% | 2,55 CHF | 2,56 CHF | 57 000 | 57 000 | 25 888 | 25 888 | 66 564 CHF | 66 958 CHF | 99,87% | 99,87% |
15/11/2024 | 0,71% | 2,58 CHF | 2,59 CHF | 57 000 | 57 000 | 26 025 | 26 025 | 66 191 CHF | 66 589 CHF | 99,72% | 99,72% |
14/11/2024 | 0,69% | 2,61 CHF | 2,62 CHF | 57 000 | 57 000 | 25 347 | 25 347 | 66 701 CHF | 67 085 CHF | 98,52% | 98,52% |
13/11/2024 | 0,69% | 2,66 CHF | 2,67 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 67 192 CHF | 67 585 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 2,59 CHF | 2,60 CHF | 57 000 | 57 000 | 25 591 | 25 591 | 67 403 CHF | 67 791 CHF | 99,88% | 99,88% |
11/11/2024 | 0,70% | 2,64 CHF | 2,65 CHF | 57 000 | 57 000 | 25 421 | 25 421 | 66 889 CHF | 67 278 CHF | 99,76% | 99,76% |
08/11/2024 | 0,72% | 2,57 CHF | 2,58 CHF | 58 000 | 58 000 | 26 551 | 26 551 | 66 153 CHF | 66 555 CHF | 98,52% | 98,52% |
07/11/2024 | 0,70% | 2,49 CHF | 2,50 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 67 154 CHF | 67 553 CHF | 100,00% | 100,00% |