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 | 0,45% | 2,21 CHF | 2,22 CHF | 98 000 | 98 000 | 97 817 | 97 817 | 218 856 CHF | 219 834 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 2,22 CHF | 2,23 CHF | 98 000 | 98 000 | 97 793 | 97 793 | 220 054 CHF | 221 032 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 2,41 CHF | 2,42 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 230 343 CHF | 231 303 CHF | 100,00% | 100,00% |
15/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 97 000 | 97 000 | 96 062 | 96 062 | 229 761 CHF | 230 721 CHF | 100,00% | 100,00% |
14/11/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 95 000 | 95 000 | 95 692 | 95 692 | 231 611 CHF | 232 568 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 2,34 CHF | 2,35 CHF | 97 000 | 97 000 | 96 534 | 96 534 | 226 948 CHF | 227 913 CHF | 100,00% | 100,00% |
12/11/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 230 186 CHF | 231 146 CHF | 99,85% | 99,85% |
11/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 95 000 | 95 000 | 94 285 | 94 285 | 237 852 CHF | 238 795 CHF | 99,65% | 99,65% |
08/11/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 95 000 | 95 000 | 94 688 | 94 688 | 238 005 CHF | 238 952 CHF | 98,72% | 98,72% |
07/11/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 94 000 | 94 000 | 94 000 | 94 000 | 241 951 CHF | 242 891 CHF | 100,00% | 100,00% |