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 | 0,37% | 2,57 CHF | 2,58 CHF | 25 700 | 25 700 | 25 565 | 25 565 | 68 755 CHF | 69 010 CHF | 100,00% | 100,00% |
19/11/2024 | 0,39% | 2,65 CHF | 2,66 CHF | 26 600 | 26 600 | 26 560 | 26 560 | 68 604 CHF | 68 870 CHF | 100,00% | 100,00% |
18/11/2024 | 0,37% | 2,64 CHF | 2,65 CHF | 28 700 | 28 700 | 28 477 | 28 477 | 76 497 CHF | 76 782 CHF | 100,00% | 100,00% |
15/11/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 29 900 | 29 900 | 29 438 | 29 438 | 74 224 CHF | 74 518 CHF | 100,00% | 100,00% |
14/11/2024 | 0,45% | 2,44 CHF | 2,45 CHF | 34 600 | 34 600 | 35 220 | 35 220 | 77 776 CHF | 78 128 CHF | 99,35% | 99,35% |
13/11/2024 | 0,48% | 2,00 CHF | 2,01 CHF | 31 100 | 31 100 | 30 790 | 30 790 | 64 036 CHF | 64 343 CHF | 100,00% | 100,00% |
12/11/2024 | 0,38% | 2,34 CHF | 2,35 CHF | 28 300 | 28 300 | 27 962 | 27 962 | 73 045 CHF | 73 325 CHF | 100,00% | 100,00% |
11/11/2024 | 0,40% | 2,60 CHF | 2,61 CHF | 28 700 | 28 700 | 28 775 | 28 775 | 72 202 CHF | 72 490 CHF | 99,93% | 99,93% |
08/11/2024 | 0,85% | 2,31 CHF | 2,33 CHF | 22 300 | 22 300 | 22 172 | 22 172 | 52 189 CHF | 52 633 CHF | 99,40% | 99,40% |