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% | 2,24 CHF | 2,25 CHF | 58 000 | 58 000 | 26 294 | 26 294 | 58 824 CHF | 59 223 CHF | 99,33% | 99,33% |
19/11/2024 | 0,81% | 2,23 CHF | 2,24 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 58 531 CHF | 58 931 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 2,30 CHF | 2,31 CHF | 57 000 | 57 000 | 25 877 | 25 877 | 60 011 CHF | 60 405 CHF | 99,80% | 99,80% |
15/11/2024 | 0,79% | 2,33 CHF | 2,34 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 59 613 CHF | 60 011 CHF | 99,72% | 99,72% |
14/11/2024 | 0,76% | 2,36 CHF | 2,37 CHF | 57 000 | 57 000 | 25 346 | 25 346 | 60 275 CHF | 60 659 CHF | 98,59% | 98,59% |
13/11/2024 | 0,77% | 2,41 CHF | 2,42 CHF | 56 000 | 56 000 | 25 777 | 25 777 | 60 708 CHF | 61 101 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 2,34 CHF | 2,35 CHF | 57 000 | 57 000 | 25 589 | 25 589 | 60 979 CHF | 61 367 CHF | 99,90% | 99,90% |
11/11/2024 | 0,78% | 2,39 CHF | 2,40 CHF | 57 000 | 57 000 | 25 464 | 25 464 | 60 632 CHF | 61 021 CHF | 99,90% | 99,90% |
08/11/2024 | 0,81% | 2,32 CHF | 2,33 CHF | 58 000 | 58 000 | 26 492 | 26 492 | 59 436 CHF | 59 838 CHF | 99,02% | 99,02% |
07/11/2024 | 0,77% | 2,24 CHF | 2,25 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 60 638 CHF | 61 037 CHF | 100,00% | 100,00% |