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% | 2,33 CHF | 2,34 CHF | 58 000 | 58 000 | 26 294 | 26 294 | 61 162 CHF | 61 562 CHF | 99,33% | 99,33% |
19/11/2024 | 0,78% | 2,32 CHF | 2,33 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 60 861 CHF | 61 261 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 2,39 CHF | 2,40 CHF | 57 000 | 57 000 | 25 825 | 25 825 | 62 192 CHF | 62 586 CHF | 99,64% | 99,64% |
15/11/2024 | 0,76% | 2,42 CHF | 2,43 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 61 932 CHF | 62 329 CHF | 99,72% | 99,72% |
14/11/2024 | 0,73% | 2,45 CHF | 2,46 CHF | 57 000 | 57 000 | 25 350 | 25 350 | 62 548 CHF | 62 931 CHF | 98,50% | 98,50% |
13/11/2024 | 0,74% | 2,50 CHF | 2,51 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 62 970 CHF | 63 363 CHF | 100,00% | 100,00% |
12/11/2024 | 0,72% | 2,43 CHF | 2,44 CHF | 57 000 | 57 000 | 25 591 | 25 591 | 63 246 CHF | 63 633 CHF | 99,88% | 99,88% |
11/11/2024 | 0,75% | 2,48 CHF | 2,49 CHF | 57 000 | 57 000 | 25 462 | 25 462 | 62 876 CHF | 63 265 CHF | 99,90% | 99,90% |
08/11/2024 | 0,78% | 2,40 CHF | 2,41 CHF | 58 000 | 58 000 | 26 491 | 26 491 | 61 765 CHF | 62 167 CHF | 99,02% | 99,02% |
07/11/2024 | 0,74% | 2,33 CHF | 2,34 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 62 934 CHF | 63 333 CHF | 100,00% | 100,00% |