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 | 0,40% | 2,62 CHF | 2,63 CHF | 25 700 | 25 700 | 25 594 | 25 594 | 63 995 CHF | 64 251 CHF | 100,00% | 100,00% |
19/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 27 900 | 27 900 | 27 795 | 27 795 | 76 481 CHF | 76 759 CHF | 100,00% | 100,00% |
18/11/2024 | 0,38% | 2,53 CHF | 2,54 CHF | 27 700 | 27 700 | 27 586 | 27 586 | 72 931 CHF | 73 207 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,49 CHF | 2,50 CHF | 31 500 | 31 500 | 30 951 | 30 951 | 71 859 CHF | 72 168 CHF | 100,00% | 100,00% |
14/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 28 600 | 28 600 | 29 059 | 29 059 | 66 384 CHF | 66 675 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 2,36 CHF | 2,37 CHF | 30 700 | 30 700 | 30 139 | 30 139 | 70 231 CHF | 70 533 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 2,34 CHF | 2,35 CHF | 37 900 | 37 900 | 36 338 | 36 338 | 79 621 CHF | 79 984 CHF | 99,85% | 99,85% |
11/11/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 30 200 | 30 200 | 30 075 | 30 075 | 55 124 CHF | 55 425 CHF | 99,66% | 99,66% |
08/11/2024 | 0,45% | 2,35 CHF | 2,36 CHF | 35 000 | 35 000 | 34 859 | 34 859 | 77 617 CHF | 77 966 CHF | 99,46% | 99,46% |
07/11/2024 | 0,45% | 2,05 CHF | 2,06 CHF | 21 200 | 21 200 | 21 131 | 21 131 | 47 088 CHF | 47 300 CHF | 99,39% | 99,39% |