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 | 0,50% | 2,11 CHF | 2,12 CHF | 52 000 | 52 000 | 28 613 | 28 613 | 59 180 CHF | 59 467 CHF | 99,90% | 99,90% |
19/11/2024 | 0,51% | 2,03 CHF | 2,04 CHF | 52 000 | 52 000 | 28 698 | 28 698 | 58 067 CHF | 58 355 CHF | 98,91% | 98,91% |
18/11/2024 | 0,53% | 1,95 CHF | 1,96 CHF | 52 000 | 52 000 | 28 599 | 28 599 | 55 193 CHF | 55 480 CHF | 99,59% | 99,59% |
15/11/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 52 000 | 52 000 | 28 569 | 28 569 | 54 160 CHF | 54 447 CHF | 99,89% | 99,89% |
14/11/2024 | 0,55% | 1,91 CHF | 1,92 CHF | 52 000 | 52 000 | 29 299 | 29 299 | 54 357 CHF | 54 651 CHF | 98,84% | 98,84% |
13/11/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 52 000 | 52 000 | 28 652 | 28 652 | 55 252 CHF | 55 539 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 1,94 CHF | 1,95 CHF | 52 000 | 52 000 | 26 705 | 26 705 | 51 613 CHF | 51 881 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,00 CHF | 2,01 CHF | 52 000 | 52 000 | 28 421 | 28 421 | 59 298 CHF | 59 585 CHF | 99,93% | 99,93% |
08/11/2024 | 0,88% | 2,18 CHF | 2,19 CHF | 52 000 | 52 000 | 19 659 | 19 659 | 42 672 CHF | 42 888 CHF | 100,00% | 100,00% |
07/11/2024 | 0,54% | 2,21 CHF | 2,22 CHF | 48 000 | 48 000 | 23 247 | 23 247 | 50 744 CHF | 50 995 CHF | 98,68% | 98,68% |