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 | 0,84% | 2,08 CHF | 2,09 CHF | 91 000 | 91 000 | 40 580 | 40 580 | 86 035 CHF | 86 649 CHF | 99,90% | 99,90% |
19/11/2024 | 0,87% | 2,06 CHF | 2,07 CHF | 92 000 | 92 000 | 40 989 | 40 989 | 84 605 CHF | 85 226 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 2,09 CHF | 2,10 CHF | 91 000 | 91 000 | 40 850 | 40 850 | 84 709 CHF | 85 329 CHF | 99,90% | 99,90% |
15/11/2024 | 0,84% | 2,06 CHF | 2,07 CHF | 91 000 | 91 000 | 40 559 | 40 559 | 85 608 CHF | 86 222 CHF | 99,90% | 99,90% |
14/11/2024 | 0,82% | 2,15 CHF | 2,16 CHF | 90 000 | 90 000 | 40 336 | 40 336 | 87 612 CHF | 88 224 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 2,17 CHF | 2,18 CHF | 90 000 | 90 000 | 40 403 | 40 403 | 87 984 CHF | 88 596 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 2,21 CHF | 2,22 CHF | 89 000 | 89 000 | 40 196 | 40 196 | 88 812 CHF | 89 423 CHF | 99,85% | 99,85% |
11/11/2024 | 0,80% | 2,21 CHF | 2,22 CHF | 89 000 | 89 000 | 40 176 | 40 176 | 89 814 CHF | 90 424 CHF | 99,55% | 99,55% |
08/11/2024 | 0,81% | 2,23 CHF | 2,24 CHF | 89 000 | 89 000 | 40 335 | 40 335 | 89 701 CHF | 90 312 CHF | 99,46% | 99,46% |
07/11/2024 | 0,80% | 2,22 CHF | 2,23 CHF | 90 000 | 90 000 | 40 307 | 40 307 | 89 872 CHF | 90 483 CHF | 99,90% | 99,90% |