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 | 0,42% | 2,35 CHF | 2,36 CHF | 46 300 | 46 300 | 46 100 | 46 100 | 109 496 CHF | 109 957 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,35 CHF | 2,36 CHF | 43 200 | 43 200 | 42 898 | 42 898 | 98 278 CHF | 98 707 CHF | 99,45% | 99,45% |
18/11/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 38 100 | 38 100 | 37 943 | 37 943 | 100 596 CHF | 100 975 CHF | 100,00% | 100,00% |
15/11/2024 | 0,36% | 2,74 CHF | 2,75 CHF | 36 300 | 36 300 | 36 150 | 36 150 | 100 884 CHF | 101 245 CHF | 100,00% | 100,00% |
14/11/2024 | 0,36% | 2,95 CHF | 2,96 CHF | 41 100 | 41 100 | 41 041 | 41 041 | 113 675 CHF | 114 085 CHF | 100,00% | 100,00% |
13/11/2024 | 0,38% | 2,51 CHF | 2,52 CHF | 37 500 | 37 500 | 35 385 | 35 385 | 93 666 CHF | 94 020 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 38 700 | 38 700 | 38 131 | 38 131 | 118 051 CHF | 118 433 CHF | 98,83% | 98,83% |
11/11/2024 | 0,37% | 2,76 CHF | 2,77 CHF | 42 500 | 42 500 | 42 988 | 42 988 | 115 663 CHF | 116 092 CHF | 99,44% | 99,44% |
08/11/2024 | 0,42% | 2,33 CHF | 2,34 CHF | 44 700 | 44 700 | 44 516 | 44 516 | 104 785 CHF | 105 231 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 47 200 | 47 200 | 47 005 | 47 005 | 115 712 CHF | 116 182 CHF | 100,00% | 100,00% |