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 | 0,46% | 2,14 CHF | 2,15 CHF | 98 000 | 98 000 | 97 817 | 97 817 | 211 587 CHF | 212 565 CHF | 100,00% | 100,00% |
19/11/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 98 000 | 98 000 | 97 793 | 97 793 | 212 827 CHF | 213 805 CHF | 100,00% | 100,00% |
18/11/2024 | 0,43% | 2,34 CHF | 2,35 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 223 246 CHF | 224 206 CHF | 100,00% | 100,00% |
15/11/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 97 000 | 97 000 | 96 062 | 96 062 | 222 623 CHF | 223 584 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 2,39 CHF | 2,40 CHF | 95 000 | 95 000 | 95 692 | 95 692 | 224 552 CHF | 225 508 CHF | 100,00% | 100,00% |
13/11/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 97 000 | 97 000 | 96 534 | 96 534 | 219 745 CHF | 220 710 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 223 086 CHF | 224 046 CHF | 99,87% | 99,87% |
11/11/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 95 000 | 95 000 | 94 286 | 94 286 | 230 756 CHF | 231 699 CHF | 99,70% | 99,70% |
08/11/2024 | 0,41% | 2,42 CHF | 2,43 CHF | 95 000 | 95 000 | 94 688 | 94 688 | 231 000 CHF | 231 947 CHF | 98,83% | 98,83% |
07/11/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 94 000 | 94 000 | 94 000 | 94 000 | 235 039 CHF | 235 979 CHF | 100,00% | 100,00% |