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 | 0,77% | 2,35 CHF | 2,36 CHF | 58 000 | 58 000 | 26 196 | 26 196 | 61 301 CHF | 61 701 CHF | 99,05% | 99,05% |
19/11/2024 | 0,77% | 2,33 CHF | 2,34 CHF | 58 000 | 58 000 | 26 258 | 26 258 | 61 263 CHF | 61 662 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 2,40 CHF | 2,41 CHF | 57 000 | 57 000 | 25 887 | 25 887 | 62 736 CHF | 63 130 CHF | 99,87% | 99,87% |
15/11/2024 | 0,75% | 2,44 CHF | 2,45 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 62 334 CHF | 62 732 CHF | 99,72% | 99,72% |
14/11/2024 | 0,73% | 2,46 CHF | 2,47 CHF | 57 000 | 57 000 | 25 347 | 25 347 | 62 943 CHF | 63 326 CHF | 98,56% | 98,56% |
13/11/2024 | 0,74% | 2,51 CHF | 2,52 CHF | 56 000 | 56 000 | 25 778 | 25 778 | 63 396 CHF | 63 789 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 2,44 CHF | 2,45 CHF | 57 000 | 57 000 | 25 591 | 25 591 | 63 639 CHF | 64 027 CHF | 99,88% | 99,88% |
11/11/2024 | 0,74% | 2,49 CHF | 2,50 CHF | 57 000 | 57 000 | 25 421 | 25 421 | 63 180 CHF | 63 569 CHF | 99,76% | 99,76% |
08/11/2024 | 0,77% | 2,42 CHF | 2,43 CHF | 58 000 | 58 000 | 26 551 | 26 551 | 62 299 CHF | 62 701 CHF | 98,52% | 98,52% |
07/11/2024 | 0,74% | 2,34 CHF | 2,35 CHF | 59 000 | 59 000 | 26 260 | 26 260 | 63 330 CHF | 63 729 CHF | 100,00% | 100,00% |