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 | 0,42% | 2,34 CHF | 2,35 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 99 623 CHF | 100 043 CHF | 99,47% | 99,47% |
19/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 42 000 | 42 000 | 42 033 | 42 033 | 96 348 CHF | 96 768 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 97 133 CHF | 97 553 CHF | 99,89% | 99,89% |
15/11/2024 | 0,45% | 2,27 CHF | 2,28 CHF | 42 000 | 42 000 | 42 773 | 42 773 | 94 895 CHF | 95 323 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,32 CHF | 2,33 CHF | 42 000 | 42 000 | 42 798 | 42 798 | 95 291 CHF | 95 719 CHF | 98,64% | 98,64% |
13/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 97 715 CHF | 98 135 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 43 000 | 43 000 | 42 097 | 42 097 | 96 174 CHF | 96 595 CHF | 99,88% | 99,88% |
11/11/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 42 000 | 42 000 | 41 868 | 41 868 | 100 164 CHF | 100 582 CHF | 100,00% | 100,00% |
08/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 99 590 CHF | 100 010 CHF | 98,29% | 98,29% |
07/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 42 000 | 42 000 | 41 473 | 41 473 | 101 222 CHF | 101 637 CHF | 100,00% | 100,00% |