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% | 2,51 CHF | 2,52 CHF | 58 000 | 58 000 | 26 293 | 26 293 | 65 971 CHF | 66 371 CHF | 99,32% | 99,32% |
19/11/2024 | 0,72% | 2,50 CHF | 2,51 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 65 678 CHF | 66 078 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 2,57 CHF | 2,58 CHF | 57 000 | 57 000 | 25 876 | 25 876 | 67 070 CHF | 67 464 CHF | 99,80% | 99,80% |
15/11/2024 | 0,70% | 2,61 CHF | 2,62 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 66 733 CHF | 67 131 CHF | 99,72% | 99,72% |
14/11/2024 | 0,68% | 2,63 CHF | 2,64 CHF | 57 000 | 57 000 | 25 346 | 25 346 | 67 219 CHF | 67 602 CHF | 98,60% | 98,60% |
13/11/2024 | 0,69% | 2,68 CHF | 2,69 CHF | 56 000 | 56 000 | 25 776 | 25 776 | 67 724 CHF | 68 116 CHF | 100,00% | 100,00% |
12/11/2024 | 0,67% | 2,61 CHF | 2,62 CHF | 57 000 | 57 000 | 25 583 | 25 583 | 67 905 CHF | 68 293 CHF | 99,89% | 99,89% |
11/11/2024 | 0,70% | 2,66 CHF | 2,67 CHF | 57 000 | 57 000 | 25 462 | 25 462 | 67 512 CHF | 67 901 CHF | 99,90% | 99,90% |
08/11/2024 | 0,72% | 2,59 CHF | 2,60 CHF | 58 000 | 58 000 | 26 491 | 26 491 | 66 546 CHF | 66 948 CHF | 99,02% | 99,02% |
07/11/2024 | 0,69% | 2,51 CHF | 2,52 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 67 687 CHF | 68 086 CHF | 100,00% | 100,00% |