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 | 0,87% | 2,06 CHF | 2,07 CHF | 58 000 | 58 000 | 26 295 | 26 295 | 53 934 CHF | 54 333 CHF | 99,34% | 99,34% |
19/11/2024 | 0,88% | 2,05 CHF | 2,06 CHF | 58 000 | 58 000 | 26 257 | 26 257 | 53 704 CHF | 54 104 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 2,11 CHF | 2,12 CHF | 57 000 | 57 000 | 25 877 | 25 877 | 55 224 CHF | 55 617 CHF | 99,80% | 99,80% |
15/11/2024 | 0,86% | 2,15 CHF | 2,16 CHF | 57 000 | 57 000 | 26 025 | 26 025 | 54 795 CHF | 55 193 CHF | 99,72% | 99,72% |
14/11/2024 | 0,82% | 2,17 CHF | 2,18 CHF | 57 000 | 57 000 | 25 347 | 25 347 | 55 590 CHF | 55 973 CHF | 98,56% | 98,56% |
13/11/2024 | 0,84% | 2,22 CHF | 2,23 CHF | 56 000 | 56 000 | 25 776 | 25 776 | 55 963 CHF | 56 356 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 2,16 CHF | 2,17 CHF | 57 000 | 57 000 | 25 591 | 25 591 | 56 268 CHF | 56 656 CHF | 99,88% | 99,88% |
11/11/2024 | 0,84% | 2,21 CHF | 2,22 CHF | 57 000 | 57 000 | 25 462 | 25 462 | 55 958 CHF | 56 347 CHF | 99,90% | 99,90% |
08/11/2024 | 0,88% | 2,13 CHF | 2,14 CHF | 58 000 | 58 000 | 26 491 | 26 491 | 54 624 CHF | 55 026 CHF | 99,02% | 99,02% |
07/11/2024 | 0,84% | 2,06 CHF | 2,07 CHF | 59 000 | 59 000 | 26 261 | 26 261 | 55 845 CHF | 56 244 CHF | 100,00% | 100,00% |