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 | 0,83% | 2,39 CHF | 2,41 CHF | 40 100 | 40 100 | 40 100 | 40 100 | 96 347 CHF | 97 149 CHF | 100,00% | 100,00% |
19/11/2024 | 0,77% | 2,59 CHF | 2,61 CHF | 43 000 | 43 000 | 42 150 | 42 150 | 109 093 CHF | 109 936 CHF | 99,87% | 99,87% |
18/11/2024 | 0,79% | 2,59 CHF | 2,61 CHF | 40 500 | 40 500 | 40 648 | 40 648 | 103 079 CHF | 103 892 CHF | 100,00% | 100,00% |
15/11/2024 | 0,78% | 2,56 CHF | 2,58 CHF | 41 000 | 41 000 | 41 000 | 41 000 | 104 677 CHF | 105 497 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 2,54 CHF | 2,56 CHF | 40 900 | 40 900 | 41 697 | 41 697 | 108 392 CHF | 109 226 CHF | 100,00% | 100,00% |
13/11/2024 | 0,78% | 2,54 CHF | 2,56 CHF | 40 200 | 40 200 | 40 200 | 40 200 | 102 093 CHF | 102 897 CHF | 100,00% | 100,00% |
12/11/2024 | 0,79% | 2,55 CHF | 2,57 CHF | 42 600 | 42 600 | 42 600 | 42 600 | 106 827 CHF | 107 679 CHF | 99,89% | 99,89% |
11/11/2024 | 0,83% | 2,41 CHF | 2,43 CHF | 43 200 | 43 200 | 43 200 | 43 200 | 103 938 CHF | 104 802 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 2,46 CHF | 2,48 CHF | 48 700 | 48 700 | 48 700 | 48 700 | 118 489 CHF | 119 463 CHF | 98,92% | 98,92% |
07/11/2024 | 1,17% | 2,21 CHF | 2,24 CHF | 40 600 | 40 600 | 40 600 | 40 600 | 92 295 CHF | 93 380 CHF | 100,00% | 100,00% |