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 | 0,45% | 2,20 CHF | 2,21 CHF | 5 060 | 5 060 | 5 041 | 5 041 | 11 245 CHF | 11 295 CHF | 100,00% | 100,00% |
19/11/2024 | 0,43% | 2,28 CHF | 2,29 CHF | 5 150 | 5 150 | 5 201 | 5 201 | 12 325 CHF | 12 377 CHF | 98,74% | 98,74% |
18/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 5 290 | 5 290 | 5 211 | 5 211 | 12 436 CHF | 12 489 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 5 210 | 5 210 | 5 150 | 5 150 | 11 829 CHF | 11 881 CHF | 71,72% | 71,72% |
14/11/2024 | 0,48% | 2,12 CHF | 2,13 CHF | 4 960 | 4 960 | 4 903 | 4 903 | 10 334 CHF | 10 383 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 4 920 | 4 920 | 4 929 | 4 929 | 10 528 CHF | 10 578 CHF | 99,55% | 99,55% |
12/11/2024 | 0,47% | 2,15 CHF | 2,16 CHF | 4 990 | 4 990 | 4 923 | 4 923 | 10 473 CHF | 10 522 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 4 820 | 4 820 | 4 833 | 4 833 | 9 891 CHF | 9 939 CHF | 100,00% | 100,00% |
08/11/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 4 990 | 4 990 | 4 968 | 4 968 | 10 836 CHF | 10 886 CHF | 100,00% | 100,00% |
07/11/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 5 080 | 5 080 | 5 025 | 5 025 | 11 256 CHF | 11 306 CHF | 100,00% | 100,00% |