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 | 0,74% | 2,42 CHF | 2,43 CHF | 58 000 | 58 000 | 26 295 | 26 295 | 63 622 CHF | 64 022 CHF | 99,34% | 99,34% |
19/11/2024 | 0,75% | 2,41 CHF | 2,42 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 63 331 CHF | 63 731 CHF | 100,00% | 100,00% |
18/11/2024 | 0,71% | 2,48 CHF | 2,49 CHF | 57 000 | 57 000 | 25 877 | 25 877 | 64 755 CHF | 65 149 CHF | 99,80% | 99,80% |
15/11/2024 | 0,73% | 2,52 CHF | 2,53 CHF | 57 000 | 57 000 | 26 025 | 26 025 | 64 400 CHF | 64 797 CHF | 99,72% | 99,72% |
14/11/2024 | 0,70% | 2,54 CHF | 2,55 CHF | 57 000 | 57 000 | 25 345 | 25 345 | 64 941 CHF | 65 324 CHF | 98,60% | 98,60% |
13/11/2024 | 0,71% | 2,59 CHF | 2,60 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 65 422 CHF | 65 814 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 2,52 CHF | 2,53 CHF | 57 000 | 57 000 | 25 582 | 25 582 | 65 623 CHF | 66 011 CHF | 99,90% | 99,90% |
11/11/2024 | 0,72% | 2,57 CHF | 2,58 CHF | 57 000 | 57 000 | 25 462 | 25 462 | 65 248 CHF | 65 637 CHF | 99,90% | 99,90% |
08/11/2024 | 0,75% | 2,50 CHF | 2,51 CHF | 58 000 | 58 000 | 26 492 | 26 492 | 64 210 CHF | 64 612 CHF | 99,03% | 99,03% |
07/11/2024 | 0,71% | 2,42 CHF | 2,43 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 65 376 CHF | 65 775 CHF | 100,00% | 100,00% |