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 | 0,92% | 19,24 CHF | 19,42 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 39 059 CHF | 39 421 CHF | 100,00% | 100,00% |
19/11/2024 | 0,94% | 19,55 CHF | 19,73 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 39 170 CHF | 39 541 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 20,12 CHF | 20,30 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 40 207 CHF | 40 579 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 20,19 CHF | 20,38 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 40 962 CHF | 41 330 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 20,83 CHF | 20,97 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 41 128 CHF | 41 448 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 20,15 CHF | 20,31 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 40 514 CHF | 40 839 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 20,25 CHF | 20,42 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 41 249 CHF | 41 591 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 21,69 CHF | 21,86 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 42 798 CHF | 43 136 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 21,22 CHF | 21,39 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 42 648 CHF | 42 995 CHF | 100,00% | 100,00% |
07/11/2024 | 0,78% | 22,10 CHF | 22,28 CHF | 2 000 | 2 000 | 2 000 | 2 000 | 44 385 CHF | 44 734 CHF | 100,00% | 100,00% |