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 | 0,35% | 2,87 CHF | 2,88 CHF | 80 000 | 80 000 | 79 195 | 79 195 | 231 613 CHF | 232 406 CHF | 100,00% | 100,00% |
19/11/2024 | 0,37% | 2,80 CHF | 2,81 CHF | 80 000 | 80 000 | 79 195 | 79 195 | 216 684 CHF | 217 477 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,77 CHF | 2,78 CHF | 80 000 | 80 000 | 79 196 | 79 196 | 216 499 CHF | 217 292 CHF | 100,00% | 100,00% |
15/11/2024 | 0,38% | 2,68 CHF | 2,69 CHF | 80 000 | 80 000 | 76 820 | 76 820 | 210 924 CHF | 211 695 CHF | 89,29% | 89,29% |
14/11/2024 | 0,37% | 2,84 CHF | 2,85 CHF | 80 000 | 80 000 | 78 338 | 78 338 | 221 148 CHF | 221 933 CHF | 93,30% | 93,30% |
13/11/2024 | 0,37% | 2,79 CHF | 2,80 CHF | 80 000 | 80 000 | 79 195 | 79 195 | 217 719 CHF | 218 511 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 80 000 | 80 000 | 79 091 | 79 091 | 229 522 CHF | 230 313 CHF | 99,76% | 99,76% |
11/11/2024 | 0,34% | 2,92 CHF | 2,93 CHF | 80 000 | 80 000 | 79 195 | 79 195 | 235 802 CHF | 236 595 CHF | 100,00% | 100,00% |
08/11/2024 | 0,37% | 2,92 CHF | 2,93 CHF | 80 000 | 80 000 | 76 905 | 76 905 | 224 761 CHF | 225 550 CHF | 94,26% | 94,26% |
07/11/2024 | 0,37% | 2,88 CHF | 2,89 CHF | 80 000 | 80 000 | 78 250 | 78 250 | 218 597 CHF | 219 381 CHF | 92,48% | 92,48% |