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 | 0,67% | 2,79 CHF | 2,80 CHF | 74 300 | 74 300 | 27 190 | 27 190 | 74 128 CHF | 74 510 CHF | 99,83% | 99,83% |
19/11/2024 | 0,65% | 2,82 CHF | 2,83 CHF | 74 300 | 74 300 | 27 270 | 27 270 | 75 876 CHF | 76 260 CHF | 100,00% | 100,00% |
18/11/2024 | 0,63% | 2,75 CHF | 2,76 CHF | 69 200 | 69 200 | 25 673 | 25 673 | 73 220 CHF | 73 582 CHF | 99,91% | 99,91% |
15/11/2024 | 0,38% | 2,88 CHF | 2,89 CHF | 80 400 | 80 400 | 28 955 | 28 955 | 79 495 CHF | 79 785 CHF | 99,47% | 99,47% |
14/11/2024 | 0,42% | 2,49 CHF | 2,50 CHF | 79 600 | 79 600 | 28 655 | 28 655 | 69 036 CHF | 69 323 CHF | 100,00% | 100,00% |
13/11/2024 | 0,46% | 2,45 CHF | 2,46 CHF | 96 300 | 96 300 | 34 739 | 34 739 | 79 687 CHF | 80 035 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 2,24 CHF | 2,25 CHF | 116 000 | 116 000 | 40 540 | 40 540 | 86 330 CHF | 86 736 CHF | 99,47% | 99,47% |
11/11/2024 | 0,59% | 1,88 CHF | 1,89 CHF | 127 100 | 127 100 | 46 059 | 46 059 | 82 853 CHF | 83 314 CHF | 99,90% | 99,90% |
08/11/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 130 600 | 130 600 | 47 825 | 47 825 | 77 450 CHF | 77 929 CHF | 100,00% | 100,00% |
07/11/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 121 600 | 121 600 | 45 020 | 45 020 | 71 817 CHF | 72 269 CHF | 99,76% | 99,76% |