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 | 0,55% | 1,74 CHF | 1,75 CHF | 31 000 | 31 000 | 30 833 | 30 833 | 56 175 CHF | 56 483 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 1,95 CHF | 1,96 CHF | 24 900 | 24 900 | 24 640 | 24 640 | 50 877 CHF | 51 123 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 24 300 | 24 300 | 24 300 | 24 300 | 52 199 CHF | 52 442 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 23 400 | 23 400 | 23 435 | 23 435 | 52 212 CHF | 52 446 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 24 200 | 24 200 | 24 472 | 24 472 | 53 420 CHF | 53 664 CHF | 99,35% | 99,35% |
13/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 24 400 | 24 400 | 24 185 | 24 185 | 52 644 CHF | 52 885 CHF | 100,00% | 100,00% |
12/11/2024 | 0,45% | 2,17 CHF | 2,18 CHF | 23 200 | 23 200 | 22 780 | 22 780 | 51 007 CHF | 51 235 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 23 700 | 23 700 | 23 699 | 23 699 | 55 451 CHF | 55 688 CHF | 99,93% | 99,93% |
08/11/2024 | 0,46% | 2,20 CHF | 2,21 CHF | 23 600 | 23 600 | 23 480 | 23 480 | 51 264 CHF | 51 499 CHF | 100,00% | 100,00% |
07/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 22 600 | 22 600 | 22 599 | 22 599 | 52 292 CHF | 52 518 CHF | 100,00% | 100,00% |