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 | 0,51% | 1,95 CHF | 1,96 CHF | 49 000 | 49 000 | 49 161 | 49 161 | 95 997 CHF | 96 489 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 49 000 | 49 000 | 49 932 | 49 932 | 95 116 CHF | 95 615 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 1,95 CHF | 1,96 CHF | 49 000 | 49 000 | 49 338 | 49 338 | 95 236 CHF | 95 729 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 96 829 CHF | 97 319 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 1,99 CHF | 2,00 CHF | 49 000 | 49 000 | 49 415 | 49 415 | 96 051 CHF | 96 545 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 50 000 | 50 000 | 49 661 | 49 661 | 95 077 CHF | 95 574 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 1,92 CHF | 1,93 CHF | 50 000 | 50 000 | 49 129 | 49 129 | 95 896 CHF | 96 387 CHF | 99,85% | 99,85% |
11/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 49 000 | 49 000 | 48 868 | 48 868 | 99 388 CHF | 99 876 CHF | 99,64% | 99,64% |
08/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 49 000 | 49 000 | 48 949 | 48 949 | 99 181 CHF | 99 670 CHF | 99,43% | 99,43% |
07/11/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 49 000 | 49 000 | 48 489 | 48 489 | 98 484 CHF | 98 969 CHF | 100,00% | 100,00% |