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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 10 290 | 10 290 | 10 279 | 10 279 | 24 732 CHF | 24 835 CHF | 99,99% | 99,99% |
20/11/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 10 390 | 10 390 | 10 216 | 10 216 | 24 423 CHF | 24 526 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 10 440 | 10 440 | 10 315 | 10 315 | 25 190 CHF | 25 294 CHF | 98,79% | 98,79% |
18/11/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 10 190 | 10 190 | 10 139 | 10 139 | 23 872 CHF | 23 973 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 10 230 | 10 230 | 10 203 | 10 203 | 23 897 CHF | 23 999 CHF | 72,11% | 72,11% |
14/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 10 250 | 10 250 | 10 228 | 10 228 | 24 585 CHF | 24 687 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 10 440 | 10 440 | 10 360 | 10 360 | 25 671 CHF | 25 774 CHF | 99,46% | 99,46% |
12/11/2024 | 0,42% | 2,53 CHF | 2,54 CHF | 10 580 | 10 580 | 10 211 | 10 211 | 24 468 CHF | 24 570 CHF | 100,00% | 100,00% |
11/11/2024 | 0,46% | 2,24 CHF | 2,25 CHF | 10 010 | 10 010 | 9 861 | 9 861 | 21 752 CHF | 21 851 CHF | 100,00% | 100,00% |
08/11/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 10 030 | 10 030 | 9 890 | 9 890 | 22 031 CHF | 22 130 CHF | 100,00% | 100,00% |