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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,75% | 2,35 CHF | 2,36 CHF | 56 000 | 56 000 | 24 858 | 24 858 | 58 854 CHF | 59 230 CHF | 100,00% | 100,00% |
22/11/2024 | 0,78% | 2,33 CHF | 2,34 CHF | 56 000 | 56 000 | 25 650 | 25 650 | 58 869 CHF | 59 260 CHF | 99,64% | 99,64% |
20/11/2024 | 0,84% | 2,15 CHF | 2,16 CHF | 58 000 | 58 000 | 26 196 | 26 196 | 56 138 CHF | 56 538 CHF | 99,05% | 99,05% |
19/11/2024 | 0,84% | 2,14 CHF | 2,15 CHF | 58 000 | 58 000 | 26 258 | 26 258 | 56 108 CHF | 56 507 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 2,21 CHF | 2,22 CHF | 57 000 | 57 000 | 25 887 | 25 887 | 57 638 CHF | 58 031 CHF | 99,87% | 99,87% |
15/11/2024 | 0,82% | 2,24 CHF | 2,25 CHF | 57 000 | 57 000 | 26 024 | 26 024 | 57 194 CHF | 57 592 CHF | 99,72% | 99,72% |
14/11/2024 | 0,79% | 2,26 CHF | 2,27 CHF | 57 000 | 57 000 | 25 378 | 25 378 | 58 011 CHF | 58 394 CHF | 98,44% | 98,44% |
13/11/2024 | 0,80% | 2,31 CHF | 2,32 CHF | 56 000 | 56 000 | 25 776 | 25 776 | 58 314 CHF | 58 706 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 2,25 CHF | 2,26 CHF | 57 000 | 57 000 | 25 584 | 25 584 | 58 614 CHF | 59 002 CHF | 99,88% | 99,88% |
11/11/2024 | 0,81% | 2,30 CHF | 2,31 CHF | 57 000 | 57 000 | 25 419 | 25 419 | 58 197 CHF | 58 586 CHF | 99,76% | 99,76% |