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 | 0,47% | 2,10 CHF | 2,11 CHF | 36 200 | 36 200 | 36 179 | 36 179 | 76 783 CHF | 77 145 CHF | 100,00% | 100,00% |
19/11/2024 | 0,45% | 2,21 CHF | 2,22 CHF | 33 400 | 33 400 | 33 409 | 33 409 | 73 637 CHF | 73 971 CHF | 100,00% | 100,00% |
18/11/2024 | 0,40% | 2,43 CHF | 2,44 CHF | 32 500 | 32 500 | 32 246 | 32 246 | 80 241 CHF | 80 563 CHF | 100,00% | 100,00% |
15/11/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 34 400 | 34 400 | 34 602 | 34 602 | 83 517 CHF | 83 863 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 37 600 | 37 600 | 38 071 | 38 071 | 83 759 CHF | 84 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 2,08 CHF | 2,09 CHF | 39 200 | 39 200 | 39 452 | 39 452 | 80 006 CHF | 80 401 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 1,94 CHF | 1,95 CHF | 36 100 | 36 100 | 35 826 | 35 826 | 72 269 CHF | 72 628 CHF | 99,85% | 99,85% |
11/11/2024 | 0,44% | 2,30 CHF | 2,31 CHF | 35 700 | 35 700 | 35 701 | 35 701 | 81 743 CHF | 82 100 CHF | 99,70% | 99,70% |
08/11/2024 | 1,12% | 2,18 CHF | 2,20 CHF | 27 000 | 27 000 | 21 707 | 21 707 | 51 778 CHF | 52 308 CHF | 98,81% | 98,81% |
07/11/2024 | 0,62% | 3,26 CHF | 3,28 CHF | 25 300 | 25 300 | 25 493 | 25 493 | 81 837 CHF | 82 347 CHF | 100,00% | 100,00% |