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 | 0,48% | 2,08 CHF | 2,09 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 87 906 CHF | 88 331 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 88 498 CHF | 88 925 CHF | 100,00% | 100,00% |
18/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 84 893 CHF | 85 312 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 83 178 CHF | 83 592 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 86 376 CHF | 86 798 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 85 849 CHF | 86 269 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 2,03 CHF | 2,04 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 83 138 CHF | 83 551 CHF | 99,87% | 99,87% |
11/11/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 76 273 CHF | 76 673 CHF | 99,67% | 99,67% |
08/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 76 840 CHF | 77 240 CHF | 98,77% | 98,77% |
07/11/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 72 055 CHF | 72 443 CHF | 99,44% | 99,44% |