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 | 0,52% | 1,91 CHF | 1,92 CHF | 55 000 | 55 000 | 54 078 | 54 078 | 104 437 CHF | 104 978 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 55 000 | 55 000 | 53 905 | 53 905 | 104 268 CHF | 104 807 CHF | 98,87% | 98,87% |
18/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 54 000 | 54 000 | 53 494 | 53 494 | 105 204 CHF | 105 740 CHF | 100,00% | 100,00% |
15/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 54 000 | 54 000 | 54 000 | 54 000 | 107 739 CHF | 108 279 CHF | 72,13% | 72,13% |
14/11/2024 | 0,50% | 2,01 CHF | 2,02 CHF | 54 000 | 54 000 | 53 493 | 53 493 | 106 806 CHF | 107 341 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 54 000 | 54 000 | 53 489 | 53 489 | 105 770 CHF | 106 305 CHF | 99,31% | 99,31% |
12/11/2024 | 0,50% | 1,98 CHF | 1,99 CHF | 54 000 | 54 000 | 53 491 | 53 491 | 106 970 CHF | 107 505 CHF | 100,00% | 100,00% |
11/11/2024 | 0,49% | 2,06 CHF | 2,07 CHF | 53 000 | 53 000 | 53 183 | 53 183 | 108 757 CHF | 109 289 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 54 000 | 54 000 | 53 457 | 53 457 | 109 082 CHF | 109 617 CHF | 100,00% | 100,00% |
07/11/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 53 000 | 53 000 | 52 905 | 52 905 | 110 631 CHF | 111 160 CHF | 100,00% | 100,00% |