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 | 0,36% | 2,64 CHF | 2,65 CHF | 26 200 | 26 200 | 26 092 | 26 092 | 72 210 CHF | 72 471 CHF | 100,00% | 100,00% |
19/11/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 24 400 | 24 400 | 24 309 | 24 309 | 60 829 CHF | 61 072 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,77 CHF | 2,78 CHF | 24 500 | 24 500 | 24 399 | 24 399 | 64 569 CHF | 64 813 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 2,82 CHF | 2,83 CHF | 22 000 | 22 000 | 21 619 | 21 619 | 66 534 CHF | 66 751 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 21 900 | 21 900 | 22 290 | 22 290 | 69 665 CHF | 69 888 CHF | 100,00% | 100,00% |
13/11/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 22 300 | 22 300 | 21 882 | 21 882 | 67 194 CHF | 67 413 CHF | 99,79% | 99,79% |
12/11/2024 | 0,60% | 2,99 CHF | 3,01 CHF | 18 200 | 18 200 | 17 469 | 17 469 | 57 870 CHF | 58 220 CHF | 99,85% | 99,85% |
11/11/2024 | 0,50% | 4,01 CHF | 4,03 CHF | 19 800 | 19 800 | 19 718 | 19 718 | 78 665 CHF | 79 059 CHF | 99,67% | 99,67% |
08/11/2024 | 0,58% | 3,21 CHF | 3,23 CHF | 17 300 | 17 300 | 17 230 | 17 230 | 59 649 CHF | 59 994 CHF | 99,48% | 99,48% |
07/11/2024 | 0,27% | 3,93 CHF | 3,94 CHF | 22 600 | 22 600 | 22 527 | 22 527 | 84 965 CHF | 85 190 CHF | 99,39% | 99,39% |