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 | 1,10% | 2,04 CHF | 2,05 CHF | 57 100 | 57 100 | 24 005 | 24 005 | 49 886 CHF | 50 317 CHF | 99,91% | 99,91% |
19/11/2024 | 1,09% | 2,06 CHF | 2,07 CHF | 55 600 | 55 600 | 23 228 | 23 228 | 48 887 CHF | 49 303 CHF | 100,00% | 100,00% |
18/11/2024 | 1,10% | 2,15 CHF | 2,16 CHF | 56 400 | 56 400 | 23 350 | 23 350 | 49 568 CHF | 49 980 CHF | 99,32% | 99,32% |
15/11/2024 | 1,12% | 2,08 CHF | 2,09 CHF | 56 500 | 56 500 | 23 817 | 23 817 | 49 560 CHF | 49 988 CHF | 99,64% | 99,64% |
14/11/2024 | 1,08% | 2,11 CHF | 2,12 CHF | 55 900 | 55 900 | 23 000 | 23 000 | 49 174 CHF | 49 580 CHF | 99,96% | 99,96% |
13/11/2024 | 1,06% | 2,15 CHF | 2,16 CHF | 54 700 | 54 700 | 22 176 | 22 176 | 48 399 CHF | 48 787 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 2,15 CHF | 2,16 CHF | 53 300 | 53 300 | 22 359 | 22 359 | 49 654 CHF | 50 055 CHF | 100,00% | 100,00% |
11/11/2024 | 1,10% | 2,21 CHF | 2,22 CHF | 57 100 | 57 100 | 24 036 | 24 036 | 51 378 CHF | 51 808 CHF | 100,00% | 100,00% |
08/11/2024 | 1,72% | 2,09 CHF | 2,10 CHF | 59 000 | 59 000 | 17 024 | 17 024 | 35 160 CHF | 35 397 CHF | 100,00% | 100,00% |
07/11/2024 | 1,07% | 2,07 CHF | 2,08 CHF | 56 100 | 56 100 | 23 524 | 23 524 | 49 983 CHF | 50 404 CHF | 100,00% | 100,00% |