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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 43 000 | 43 000 | 43 648 | 43 648 | 99 295 CHF | 99 731 CHF | 100,00% | 100,00% |
20/11/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 93 834 CHF | 94 259 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,19 CHF | 2,20 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 94 461 CHF | 94 888 CHF | 100,00% | 100,00% |
18/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 90 665 CHF | 91 084 CHF | 100,00% | 100,00% |
15/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 88 904 CHF | 89 317 CHF | 100,00% | 100,00% |
14/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 92 253 CHF | 92 675 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 91 677 CHF | 92 097 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,17 CHF | 2,18 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 88 882 CHF | 89 295 CHF | 99,85% | 99,85% |
11/11/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 81 795 CHF | 82 195 CHF | 99,68% | 99,68% |
08/11/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 82 345 CHF | 82 745 CHF | 100,00% | 100,00% |