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 | 0,81% | 2,48 CHF | 2,50 CHF | 30 000 | 30 000 | 29 089 | 29 089 | 73 870 CHF | 74 454 CHF | 98,89% | 98,89% |
19/11/2024 | 0,89% | 2,38 CHF | 2,40 CHF | 30 000 | 30 000 | 28 117 | 28 117 | 66 967 CHF | 67 533 CHF | 99,06% | 99,06% |
18/11/2024 | 0,83% | 2,44 CHF | 2,46 CHF | 30 000 | 30 000 | 29 796 | 29 796 | 72 161 CHF | 72 757 CHF | 99,85% | 99,85% |
15/11/2024 | 0,94% | 2,33 CHF | 2,35 CHF | 30 000 | 30 000 | 28 458 | 28 458 | 63 563 CHF | 64 135 CHF | 98,96% | 98,96% |
14/11/2024 | 0,95% | 2,44 CHF | 2,46 CHF | 30 000 | 30 000 | 28 145 | 28 145 | 63 380 CHF | 63 947 CHF | 96,57% | 96,57% |
13/11/2024 | 0,86% | 2,46 CHF | 2,48 CHF | 30 000 | 30 000 | 28 440 | 28 440 | 69 809 CHF | 70 381 CHF | 99,19% | 99,19% |
12/11/2024 | 0,87% | 2,25 CHF | 2,27 CHF | 30 000 | 30 000 | 28 963 | 28 963 | 68 616 CHF | 69 198 CHF | 99,67% | 99,67% |
11/11/2024 | 0,81% | 2,56 CHF | 2,58 CHF | 30 000 | 30 000 | 28 686 | 28 686 | 74 014 CHF | 74 591 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 2,54 CHF | 2,56 CHF | 30 000 | 30 000 | 28 641 | 28 641 | 72 660 CHF | 73 244 CHF | 98,03% | 98,03% |
07/11/2024 | 0,80% | 2,62 CHF | 2,64 CHF | 30 000 | 30 000 | 28 034 | 28 034 | 74 912 CHF | 75 477 CHF | 99,16% | 99,16% |