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 | 0,80% | 2,25 CHF | 2,26 CHF | 58 000 | 58 000 | 26 198 | 26 198 | 58 750 CHF | 59 149 CHF | 99,07% | 99,07% |
19/11/2024 | 0,81% | 2,24 CHF | 2,25 CHF | 58 000 | 58 000 | 26 258 | 26 258 | 58 717 CHF | 59 117 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 2,31 CHF | 2,32 CHF | 57 000 | 57 000 | 25 889 | 25 889 | 60 224 CHF | 60 618 CHF | 99,87% | 99,87% |
15/11/2024 | 0,79% | 2,34 CHF | 2,35 CHF | 57 000 | 57 000 | 26 025 | 26 025 | 59 796 CHF | 60 194 CHF | 99,72% | 99,72% |
14/11/2024 | 0,76% | 2,36 CHF | 2,37 CHF | 57 000 | 57 000 | 25 378 | 25 378 | 60 546 CHF | 60 929 CHF | 98,48% | 98,48% |
13/11/2024 | 0,77% | 2,41 CHF | 2,42 CHF | 56 000 | 56 000 | 25 778 | 25 778 | 60 885 CHF | 61 278 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 2,35 CHF | 2,36 CHF | 57 000 | 57 000 | 25 590 | 25 590 | 61 162 CHF | 61 549 CHF | 99,88% | 99,88% |
11/11/2024 | 0,77% | 2,40 CHF | 2,41 CHF | 57 000 | 57 000 | 25 421 | 25 421 | 60 714 CHF | 61 104 CHF | 99,76% | 99,76% |
08/11/2024 | 0,80% | 2,32 CHF | 2,33 CHF | 58 000 | 58 000 | 26 551 | 26 551 | 59 760 CHF | 60 162 CHF | 98,52% | 98,52% |
07/11/2024 | 0,77% | 2,25 CHF | 2,26 CHF | 59 000 | 59 000 | 26 260 | 26 260 | 60 810 CHF | 61 209 CHF | 100,00% | 100,00% |