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 | 0,43% | 2,33 CHF | 2,34 CHF | 43 000 | 43 000 | 42 491 | 42 491 | 98 175 CHF | 98 600 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,30 CHF | 2,31 CHF | 42 000 | 42 000 | 42 740 | 42 740 | 98 933 CHF | 99 360 CHF | 100,00% | 100,00% |
18/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 42 000 | 42 000 | 41 908 | 41 908 | 95 025 CHF | 95 444 CHF | 100,00% | 100,00% |
15/11/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 42 000 | 42 000 | 41 303 | 41 303 | 93 203 CHF | 93 616 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 42 000 | 42 000 | 42 134 | 42 134 | 96 675 CHF | 97 097 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 42 000 | 42 000 | 42 000 | 42 000 | 96 060 CHF | 96 480 CHF | 100,00% | 100,00% |
12/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 42 000 | 42 000 | 41 327 | 41 327 | 93 181 CHF | 93 595 CHF | 99,85% | 99,85% |
11/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 40 000 | 40 000 | 39 983 | 39 983 | 85 970 CHF | 86 370 CHF | 99,64% | 99,64% |
08/11/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 40 000 | 40 000 | 39 992 | 39 992 | 86 525 CHF | 86 925 CHF | 98,68% | 98,68% |
07/11/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 39 000 | 39 000 | 38 842 | 38 842 | 81 426 CHF | 81 815 CHF | 99,44% | 99,44% |