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 | 0,64% | 31,31 CHF | 31,52 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 65 262 CHF | 65 680 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 31,04 CHF | 31,25 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 63 296 CHF | 63 724 CHF | 100,00% | 100,00% |
18/11/2024 | 0,65% | 32,32 CHF | 32,53 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 62 758 CHF | 63 168 CHF | 100,00% | 100,00% |
15/11/2024 | 0,65% | 31,11 CHF | 31,30 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 60 847 CHF | 61 242 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 29,73 CHF | 29,90 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 56 759 CHF | 57 134 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 26,85 CHF | 27,02 CHF | 3 000 | 3 000 | 3 000 | 3 000 | 79 837 CHF | 80 365 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 24,90 CHF | 25,10 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 53 338 CHF | 53 738 CHF | 100,00% | 100,00% |
11/11/2024 | 0,63% | 29,14 CHF | 29,32 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 57 771 CHF | 58 139 CHF | 100,00% | 100,00% |
08/11/2024 | 0,74% | 26,21 CHF | 26,41 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 53 115 CHF | 53 510 CHF | 100,00% | 100,00% |
07/11/2024 | 0,66% | 28,74 CHF | 28,93 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 58 416 CHF | 58 805 CHF | 100,00% | 100,00% |